Round audit packet

CB-2026-06-09-1W

Name: CB-2026-06-09-1W CapitalBench audit dataset
Published: 2026-06-09

Weekly round one week

One-week CapitalBench portfolio evaluation round scored from the June 9, 2026 adjusted close to the June 16, 2026 adjusted close.

Test CB-2026-06-09-1W pending

Portfolios Frozen By 2026-06-09

Start Date 2026-06-09

End Date 2026-06-16

Run ID official-20260609

1 Inputs saved
7 public audit hashes are available.
2 Portfolios collected
6 valid model portfolios.
3 Start priced
70 starting-price rows published.
4 Ending prices pending
Scores publish after 2026-06-16 prices are available.

Round state

Score Pending

This round has saved inputs and model portfolios. Benchmark results remain unavailable until ending prices are collected.

Pending

Model portfolios

6 valid portfolios

No invalid parsed submissions are published for the public run.

Asset list

70 saved choices

v2.1 is preserved exactly as the model-facing list.

Scoring

Ending prices pending

Portfolio return, S&P 500 return, maximum possible return, CapitalBench context, and regret publish after scoring.

Input audit hashes

7 artifacts published.

Public run selected

official-20260609

Model-facing prompt available

97,483 shared prompt characters.

Ending prices pending

Benchmark result rows remain withheld until the exit close is priced.

Model consensus

Where Models Concentrated In This Round

Each model has equal weight. This shows the combined portfolio created by averaging all valid model portfolios in this weekly round.

Score pending

Top exposure 36.7%

Healthcare Sector (XLV)

Top 3 exposures 80.8%

Combined average allocation to the three largest assets.

Effective spread 4.2 assets

Higher means model capital was spread across more assets.

Average allocation across 6 model portfolios Assets

Healthcare Sector (XLV) 6 models: GPT-5.5 50% / Gemini 3.1 Pro 40% / Claude Opus 4.7 35% / Claude Opus 4.8 35% / +2 more

36.7%

US Low Volatility Equities (SPLV) 6 models: Gemini 3.1 Pro 30% / Claude Opus 4.7 25% / Claude Opus 4.8 25% / Claude Fable 5 20% / +2 more

23.3%

Consumer Staples Sector (XLP) 6 models: Gemini 3.1 Pro 30% / Grok 4.3 25% / Claude Fable 5 20% / Claude Opus 4.8 20% / +2 more

20.8%

Short-Term Treasury Bills (BIL) 3 models: Claude Fable 5 15% / Claude Opus 4.7 15% / Claude Opus 4.8 10%

6.7%

US Dividend Equities (SCHD) 2 models: Grok 4.3 15% / Claude Opus 4.8 10%

4.2%

Energy Sector (XLE) 1 model: Claude Fable 5 15%

2.5%

Financials Sector (XLF) 1 model: Grok 4.3 10%

1.7%

Real Estate Sector (XLRE) 1 model: Claude Opus 4.7 10%

1.7%

Interim tracking

Live Portfolio And S&P 500 Returns

Once at least one post-entry price snapshot exists, this chart tracks each saved model portfolio against S&P 500 from the round start date. It is interim research context, not the final score.

S&P 500+0.10%

Claude Fable 5+0.17%

Claude Opus 4.7+0.16%

Claude Opus 4.8+0.28%

Gemini 3.1 Pro+0.37%

GPT-5.5+0.25%

Grok 4.3+0.40%

xAIGrok 4.3

Portfolio: +0.40%
S&P 500: +0.10%
Portfolio Minus S&P 500: +0.31%
Primary: HEALTHCARE

GoogleGemini 3.1 Pro

Portfolio: +0.37%
S&P 500: +0.10%
Portfolio Minus S&P 500: +0.28%
Primary: HEALTHCARE

AnthropicClaude Opus 4.8

Portfolio: +0.28%
S&P 500: +0.10%
Portfolio Minus S&P 500: +0.19%
Primary: HEALTHCARE

OpenAIGPT-5.5

Portfolio: +0.25%
S&P 500: +0.10%
Portfolio Minus S&P 500: +0.16%
Primary: HEALTHCARE

AnthropicClaude Fable 5

Portfolio: +0.17%
S&P 500: +0.10%
Portfolio Minus S&P 500: +0.08%
Primary: HEALTHCARE

AnthropicClaude Opus 4.7

Portfolio: +0.16%
S&P 500: +0.10%
Portfolio Minus S&P 500: +0.06%
Primary: HEALTHCARE

Saved model-facing context

Prompt And Input Packet

The shared packet below is the prompt body common to every model call. Each provider call appends a small model-specific identifier block shown after the artifacts.

Shared Model-Facing Prompt Packet 97,483 characters

# CapitalBench Task

You are participating in an offline, time-resolved CapitalBench evaluation round.

CapitalBench evaluates how state-of-the-art language models make saved market allocation decisions from the same frozen information set. Your response will be compared against other participating models after the one-week outcome window resolves.

The scoring timeline is central to the task: the portfolio is measured from the adjusted close on the entry date to the adjusted close on the exit date, calculated after regular trading ends on the exit date. Optimize for facts, catalysts, positioning, liquidity, and risks that can plausibly affect prices before that exit close.

Optimize only for the portfolio you expect to perform best over this close-to-close one-week scoring window. Use longer-horizon facts only when they are likely to affect prices before the exit close.

Briefing-bias discipline: the briefing may group facts by broad asset area and include a mechanical return table. Treat inclusion, section order, grouping, row count, and trailing-return table order as context, not recommendation signals.

Your objective is to allocate 100% across the allowed options to maximize expected one-week realized portfolio return, measured from the entry date to the exit date, relative to the S&P 500 benchmark. Use the briefing, option list, and any included market-data table as the common information set. The official leaderboard ranks each model by realized weighted portfolio return relative to the S&P 500 benchmark. Multi-shot stability analysis, if run, is reported separately and does not change the official leaderboard.

Your portfolio is scored by the weighted realized percentage return over the one-week round window. Alpha is portfolio return minus S&P 500 return. Returns are calculated from adjusted close prices when available.

You may use your internal learned knowledge and general market priors. Do not browse, use tools, request updated market data, use external retrieval, or intentionally rely on facts, market prices, news, or events dated after the research cutoff. If your internal knowledge conflicts with the briefing, prioritize the briefing.

You must allocate exactly 100% across allowed options. Use only the holding count, allocation increment, minimum allocation, and cash or benchmark constraints stated in the round metadata. Do not short, use leverage, or choose an option outside the allowed option list.

Return only valid JSON. Do not include markdown, prose, citations, or commentary outside the JSON.

Required JSON format:

{
  "round_id": "<round_id>",
  "model_id": "<model_id>",
  "provider": "<provider>",
  "mode": "closed_capability",
  "portfolio": [
    {
      "option_id": "<one allowed option ID>",
      "allocation_pct": <integer percentage>,
      "rationale": "<brief holding-level rationale>"
    }
  ],
  "confidence": <number from 0 to 1>,
  "portfolio_rationale": "<1-3 sentence allocation rationale>",
  "rationale_summary": "<1-3 sentence rationale>",
  "key_risks": [
    "<risk 1>",
    "<risk 2>"
  ]
}

Rules:
- portfolio must contain only IDs from the allowed option list.
- allocation_pct values must be integers in the stated allocation increment.
- allocation_pct values must sum to exactly 100.
- confidence must be between 0 and 1.
- confidence should reflect your confidence that this is the best portfolio decision under the round constraints.
- portfolio_rationale and rationale_summary are required and should be concise.
- key_risks must be a list of 2-5 concrete risks that could cause the portfolio to underperform; do not only list generic market risk.
- Do not provide a ranked list, backup portfolio, second-best portfolio, or alternative recommendation.
- Do not include financial-advice disclaimers. This is a benchmark response, not advice to a person.
- The JSON object must contain no extra fields.

## Round Metadata

- Round ID: CB-2026-06-09-1W
- Decision date: 2026-06-09
- Research cutoff UTC: 2026-06-09T21:18:50Z
- Decision deadline UTC: 2026-06-09T23:30:00Z
- Horizon: one week
- Entry date: 2026-06-09
- Exit date: 2026-06-16
- Entry rule: Use adjusted close on Tuesday, June 9, 2026 for each option; CASH return is 0 unless explicitly priced.
- Exit rule: Use adjusted close on Tuesday, June 16, 2026 for each selected option; CASH return is 0 unless explicitly priced.
- Scoring benchmark: S&P 500 / SPY
- Return calculation: adjusted close prices are used when available.

## Briefing

# CapitalBench Briefing

## 1. Neutrality And Bias-Control Statement

This briefing provides fixed factual datapoints only. It does not rank, recommend, analyze, or map facts to CapitalBench options. Missing rows are preserved for comparability; inclusion, order, grouping, and row count are not evidence of expected return.

## 2. Research And Evaluation Setup

| field | value |
|---|---|
| research cutoff | 2026-06-09T21:18:50Z |
| decision deadline | 2026-06-09T23:30:00Z |
| evaluation horizon | one week |
| entry date | 2026-06-09 |
| exit date | 2026-06-16 |
| model access rule | no tool use and no web access |
| shared-input rule | competing models receive the same frozen factual briefing, fixed ETF option universe, and mechanical return table |

## 3. Core Macro Datapoints

| indicator_id | data_area | measure | latest_value | unit | source_reported_comparison | comparison_type | period_covered | release_or_observation_date | source | status |
|---|---|---|---|---|---|---|---|---|---|---|
| CPI_HEADLINE_MOM | CPI | percent change (MoM) | 0.6 | percent | 0.9 | month-over-month | Apr 2026 | 2026-05-12 | BLS (CPI News Release, Apr 2026) | observed |
| CPI_HEADLINE_YOY | CPI | percent change (YoY) | 3.8 | percent | 3.3 | year-over-year | Apr 2026 | 2026-05-12 | BLS (CPI News Release, Apr 2026) | observed |
| CPI_CORE_MOM | CPI | percent change (MoM) | 0.4 | percent | 0.2 | month-over-month | Apr 2026 | 2026-05-12 | BLS (CPI News Release, Apr 2026) | observed |
| CPI_CORE_YOY | CPI | percent change (YoY) | 2.8 | percent | 2.6 | year-over-year | Apr 2026 | 2026-05-12 | BLS (CPI News Release, Apr 2026) | observed |
| CPI_SHELTER_MOM | CPI | percent change (MoM) | 0.6 | percent | not provided | not source-reported | Apr 2026 | 2026-05-12 | BLS (CPI News Release, Apr 2026) | observed |
| CPI_ENERGY_MOM | CPI | percent change (MoM) | 3.8 | percent | not provided | not source-reported | Apr 2026 | 2026-05-12 | BLS (CPI News Release, Apr 2026) | observed |
| PCE_HEADLINE_MOM | PCE | percent change (MoM) | 0.4 | percent | 0.7 | month-over-month | Apr 2026 | 2026-05-28 | BEA (Personal Income & Outlays, Apr 2026) | observed |
| PCE_HEADLINE_YOY | PCE | percent change (YoY) | 3.8 | percent | 3.5 | year-over-year | Apr 2026 | 2026-05-28 | BEA (Personal Income & Outlays, Apr 2026) | observed |
| PCE_CORE_MOM | PCE | percent change (MoM) | 0.2 | percent | 0.3 | month-over-month | Apr 2026 | 2026-05-28 | BEA (Personal Income & Outlays, Apr 2026) | observed |
| PCE_CORE_YOY | PCE | percent change (YoY) | 3.3 | percent | 3.2 | year-over-year | Apr 2026 | 2026-05-28 | BEA (Personal Income & Outlays, Apr 2026) | observed |
| PCE_GOODS_MOM | PCE | percent change (MoM) | not provided | percent | not provided | not provided | not provided | not provided | not provided | not_provided |
| PCE_SERVICES_MOM | PCE | percent change (MoM) | not provided | percent | not provided | not provided | not provided | not provided | not provided | not_provided |
| PPI_FINAL_DEMAND_MOM | PPI | percent change (MoM) | 1.4 | percent | 0.7 | month-over-month | Apr 2026 | 2026-05-13 | BLS (PPI News Release, Apr 2026) | observed |
| PPI_FINAL_DEMAND_YOY | PPI | percent change (YoY) | 6.0 | percent | not provided | year-over-year | Apr 2026 | 2026-05-13 | BLS (PPI News Release, Apr 2026) | observed |
| UNEMPLOYMENT_RATE | Labor | rate | 4.3 | percent | 4.3 | month-over-month | May 2026 | 2026-06-05 | BLS (Employment Situation, May 2026) | observed |
| U6_UNEMPLOYMENT_RATE | Labor | rate | not provided | percent | not provided | not provided | not provided | not provided | not provided | not_provided |
| LABOR_FORCE_PARTICIPATION_RATE | Labor | rate | 61.8 | percent | 61.8 | month-over-month | May 2026 | 2026-06-05 | BLS (Employment Situation, May 2026) | observed |
| NONFARM_PAYROLLS | Labor | change (thousands) | 172 | thousand | 179 | month-over-month | May 2026 | 2026-06-05 | BLS (Employment Situation, May 2026) | observed |
| AVERAGE_HOURLY_EARNINGS_MOM | Labor | percent change (MoM) | 0.3 | percent | 0.2 | month-over-month | May 2026 | 2026-06-05 | BLS (Employment Situation, May 2026) | observed |
| AVERAGE_HOURLY_EARNINGS_YOY | Labor | percent change (YoY) | 3.4 | percent | 3.6 | year-over-year | May 2026 | 2026-06-05 | BLS (Employment Situation, May 2026) | observed |
| AVERAGE_WEEKLY_HOURS | Labor | level (hours) | 34.3 | hours | 34.3 | month-over-month | May 2026 | 2026-06-05 | BLS (Employment Situation, May 2026) | observed |
| INITIAL_JOBLESS_CLAIMS | Labor | level | not provided | people | not provided | not provided | not provided | not provided | not provided | not_provided |
| CONTINUING_JOBLESS_CLAIMS | Labor | level | not provided | people | not provided | not provided | not provided | not provided | not provided | not_provided |
| JOLTS_JOB_OPENINGS | Labor | level (millions) | 7.6 | million | 0.731 | month-over-month | Apr 2026 | 2026-06-02 | BLS (JOLTS, Apr 2026) | observed |
| REAL_GDP_QOQ_SAAR | GDP | percent change (QoQ, annual) | 1.6 | percent | 0.5 | quarter-over-quarter | Q1 2026 | 2026-05-26 | BEA (GDP second estimate, Q1 2026) | observed |
| GDP_PRICE_INDEX | GDP | percent change (QoQ, annual) | 3.6 | percent | 3.7 | quarter-over-quarter | Q1 2026 | 2026-04-30 | BEA (GDP advance estimate, Q1 2026) | observed |
| RETAIL_SALES_MOM | Retail | percent change (MoM) | 0.5 | percent | 1.6 | month-over-month | Apr 2026 | 2026-05-14 | U.S. Census (Advance Retail Sales, Apr 2026) | observed |
| RETAIL_SALES_YOY | Retail | percent change (YoY) | 4.9 | percent | not provided | not source-reported | Apr 2026 | 2026-05-14 | U.S. Census (Advance Retail Sales, Apr 2026) | observed |
| RETAIL_SALES_CONTROL_GROUP_MOM | Retail | percent change (MoM) | not provided | percent | not provided | not provided | not provided | not provided | not provided | not_provided |
| PERSONAL_INCOME_MOM | Income | percent change (MoM) | -0.1 | percent | 0.6 | month-over-month | Apr 2026 | 2026-05-28 | BEA (Personal Income & Outlays, Apr 2026) | observed |
| PERSONAL_SPENDING_MOM | Spending | percent change (MoM) | 0.5 | percent | 0.9 | month-over-month | Apr 2026 | 2026-05-28 | BEA (Personal Income & Outlays, Apr 2026) | observed |
| PERSONAL_SAVING_RATE | Saving | rate | 2.6 | percent | not provided | not source-reported | Apr 2026 | 2026-05-28 | BEA (Personal Income & Outlays, Apr 2026) | observed |
| CONSUMER_CREDIT | Credit | level | not provided | USD | not provided | not source-reported | latest available | not provided | not provided | not_provided |
| DURABLE_GOODS_ORDERS_MOM | Manufacturing | percent change (MoM) | 7.9 | percent | 1.3 | month-over-month | Apr 2026 | 2026-05-28 | Census (Durable Goods, Apr 2026) | observed |
| FACTORY_ORDERS_MOM | Manufacturing | percent change (MoM) | not provided | percent | not provided | not provided | not provided | not provided | not provided | not_provided |
| US_TRADE_BALANCE | External Trade | balance (USD) | not provided | USD | not provided | not provided | not provided | not provided | not provided | not_provided |
| INDUSTRIAL_PRODUCTION_MOM | Industrial Prod. | percent change (MoM) | not provided | percent | not provided | not provided | not provided | not provided | not provided | not_provided |
| CAPACITY_UTILIZATION | Industrial Prod. | utilization rate | not provided | percent | not provided | not provided | not provided | not provided | not provided | not_provided |
| ISM_MANUFACTURING_PMI | Business Survey | index | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| ISM_MANUFACTURING_NEW_ORDERS | Business Survey | index | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| ISM_MANUFACTURING_PRICES | Business Survey | index | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| ISM_MANUFACTURING_EMPLOYMENT | Business Survey | index | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| ISM_SERVICES_PMI | Business Survey | index | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| ISM_SERVICES_NEW_ORDERS | Business Survey | index | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| ISM_SERVICES_PRICES | Business Survey | index | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| ISM_SERVICES_EMPLOYMENT | Business Survey | index | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| CONSUMER_SENTIMENT | Survey | index | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| CONSUMER_INFLATION_EXPECTATIONS_1Y | Survey | percentage | not provided | percent | not provided | not provided | not provided | not provided | not provided | not_provided |
| CONSUMER_INFLATION_EXPECTATIONS_5Y | Survey | percentage | not provided | percent | not provided | not provided | not provided | not provided | not provided | not_provided |
| CONSUMER_CONFIDENCE | Survey | index | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| HOUSING_STARTS | Housing | thousands of units | not provided | units | not provided | not provided | not provided | not provided | not provided | not_provided |
| BUILDING_PERMITS | Housing | thousands of units | not provided | units | not provided | not provided | not provided | not provided | not provided | not_provided |
| EXISTING_HOME_SALES | Housing | millions of units | not provided | units | not provided | not provided | not provided | not provided | not provided | not_provided |
| NEW_HOME_SALES | Housing | thousands of units | not provided | units | not provided | not provided | not provided | not provided | not provided | not_provided |
| PENDING_HOME_SALES | Housing | index | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |

## 4. Rates Credit Liquidity Volatility Datapoints

| indicator_id | data_area | measure | latest_value | unit | source_reported_comparison | comparison_type | period_covered | release_or_observation_date | source | status |
|---|---|---|---|---|---|---|---|---|---|---|
| FED_FUNDS_TARGET_RANGE | Monetary Policy | target range effectively applied | 5.25–5.50 | percent | not provided | not provided | 2026-06-09 onward | 2026-05-04 | Federal Reserve (May 2026 FOMC statement) | observed |
| LATEST_FOMC_DECISION | Monetary Policy | target range decision | Hold at 5.25–5.50 | percent | not provided | not provided | May 2026 meeting | 2026-05-04 | Federal Reserve (May 3-4, 2026 statement) | observed |
| NEXT_FOMC_MEETING | Monetary Policy | date of meeting | 2026-06-16–2026-06-17 | date | not provided | not provided | scheduled | not source-reported | Federal Reserve (FOMC schedule) | scheduled |
| MARKET_IMPLIED_NEXT_FOMC_PROBABILITY | Market Data | probability | not provided | percent | not provided | not provided | N/A | N/A | not provided | not_provided |
| EFFECTIVE_FED_FUNDS_RATE | Monetary Policy | effective rate | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |
| SOFR | Rates | Secured Overnight Financing Rate | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |
| TREASURY_3M | Rates | 3-month Treasury yield | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |
| TREASURY_2Y | Rates | 2-year Treasury yield | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |
| TREASURY_5Y | Rates | 5-year Treasury yield | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |
| TREASURY_10Y | Rates | 10-year Treasury yield | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |
| TREASURY_30Y | Rates | 30-year Treasury yield | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |
| REAL_YIELD_5Y | Rates | 5-year Treasury Inflation-Protected yield | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |
| REAL_YIELD_10Y | Rates | 10-year TIPS yield | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |
| BREAKEVEN_INFLATION_5Y | Market Data | 5-year inflation breakeven | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |
| BREAKEVEN_INFLATION_10Y | Market Data | 10-year inflation breakeven | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |
| INFLATION_SWAP_OR_MARKET_EXPECTATION_1Y | Market Data | 1-year inflation swap rate | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |
| TREASURY_10Y_2Y_SPREAD | Rates | 10y–2y Treasury yield spread | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |
| TREASURY_10Y_3M_SPREAD | Rates | 10y–3m Treasury yield spread | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |
| US_DOLLAR_INDEX | Currencies | DXY Index level | not provided | index | not provided | not provided | latest available | N/A | not provided | not_provided |
| VIX | Volatility | CBOE VIX index | not provided | index | not provided | not provided | latest available | N/A | not provided | not_provided |
| MOVE_INDEX | Volatility | ICE BofA MOVE index | not provided | index | not provided | not provided | latest available | N/A | not provided | not_provided |
| INVESTMENT_GRADE_OAS | Credit | ICE BofA US Corp A or better OAS | not provided | basis points | not provided | not provided | latest available | N/A | not provided | not_provided |
| HIGH_YIELD_OAS | Credit | ICE BofA US High Yield OAS | not provided | basis points | not provided | not provided | latest available | N/A | not provided | not_provided |
| FINANCIAL_CONDITIONS_INDEX | Conditions | index | not provided | index | not provided | not provided | latest available | N/A | not provided | not_provided |
| MONEY_MARKET_FUND_ASSETS | Liquidity | total assets (USD) | not provided | USD | not provided | not provided | latest available | N/A | not provided | not_provided |
| FED_BALANCE_SHEET_TOTAL_ASSETS | Fed | total assets (USD) | not provided | USD | not provided | not provided | latest available | N/A | not provided | not_provided |
| RESERVE_BALANCES_WITH_FEDERAL_RESERVE | Fed | reserves (USD) | not provided | USD | not provided | not provided | latest available | N/A | not provided | not_provided |
| TREASURY_GENERAL_ACCOUNT | Treasury | TGA balance (USD) | not provided | USD | not provided | not provided | latest available | N/A | not provided | not_provided |
| REVERSE_REPO | Fed | reverse repo (USD) | not provided | USD | not provided | not provided | latest available | N/A | not provided | not_provided |
| M2_MONEY_STOCK | Fed | M2 money supply | not provided | USD | not provided | not provided | latest available | N/A | not provided | not_provided |
| MORTGAGE_30Y_FIXED_RATE | Rates | 30-year mortgage rate (Freddie Mac) | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |

## 5. Commodity And Currency Datapoints

| indicator_id | measure | latest_value | unit | source_reported_comparison | comparison_type | observation_date | source | status |
|---|---|---|---|---|---|---|---|---|
| WTI_CRUDE | price | not provided | USD/bbl | not provided | not provided | not provided | not provided | not_provided |
| BRENT_CRUDE | price | not provided | USD/bbl | not provided | not provided | not provided | not provided | not_provided |
| NATURAL_GAS | price | not provided | USD/MMBtu | not provided | not provided | not provided | not provided | not_provided |
| GOLD | price | not provided | USD/oz | not provided | not provided | not provided | not provided | not_provided |
| SILVER | price | not provided | USD/oz | not provided | not provided | not provided | not provided | not_provided |
| COPPER | price | not provided | USD/lb | not provided | not provided | not provided | not provided | not_provided |
| BROAD_COMMODITY_INDEX | index | not provided | index | not provided | not provided | not provided | not provided | not_provided |
| US_DOLLAR_INDEX | index | not provided | index | not provided | not provided | not provided | not provided | not_provided |
| EURUSD | exchange rate | not provided |  | not provided | not provided | not provided | not provided | not_provided |
| USDJPY | exchange rate | not provided |  | not provided | not provided | not provided | not provided | not_provided |
| BITCOIN | price (USD) | not provided | USD | not provided | not provided | not provided | not provided | not_provided |
| ETHEREUM | price (USD) | not provided | USD | not provided | not provided | not provided | not provided | not_provided |

## 6. Broad Equity Market Datapoints

| indicator_id | data_area | measure | latest_value | unit | source_reported_comparison | comparison_type | period_covered | release_or_observation_date | source | status |
|---|---|---|---|---|---|---|---|---|---|---|
| SP500_INDEX_LEVEL | Equity | index level | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| NASDAQ_COMPOSITE_INDEX_LEVEL | Equity | index level | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| RUSSELL_2000_INDEX_LEVEL | Equity | index level | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| SP500_FORWARD_PE_OR_CAPE | Valuation | forward P/E or CAPE | not provided | ratio | not provided | not provided | not provided | not provided | not provided | not_provided |
| SP500_EARNINGS_GROWTH_ESTIMATE | Earnings | forecast growth | not provided | percent | not provided | not provided | not provided | not provided | not provided | not_provided |
| SP500_EARNINGS_REVISION_OR_BEAT_RATE | Earnings | revision or beat rate | not provided | percent | not provided | not provided | not provided | not provided | not provided | not_provided |
| US_EQUITY_MARKET_BREADTH | Breadth | index or ratio | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| EQUAL_WEIGHT_VS_CAP_WEIGHT_CONTEXT | Breadth | comparison index | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| EQUITY_PUT_CALL_RATIO | Market | ratio | not provided | ratio | not provided | not provided | not provided | not provided | not provided | not_provided |
| INVESTOR_SENTIMENT_SURVEY | Sentiment | index | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| US_EQUITY_FUND_FLOWS | Flows | net flows (USD) | not provided | USD | not provided | not provided | not provided | not provided | not provided | not_provided |
| ETF_FUND_FLOWS_EQUITY_BOND_CASH | Flows | net flows (USD) | not provided | USD | not provided | not provided | not provided | not provided | not provided | not_provided |
| MARGIN_DEBT_OR_LEVERAGE_DATAPOINT | Leverage | index or level | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| IMPLIED_CORRELATION_OR_REALIZED_CORRELATION | Correlation | index or measure | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |

## 7. Scheduled Macro Events

| event_id | date | event | publisher_or_entity | release_type | consensus_or_forecast_if_source_reported | source | status |
|---|---|---|---|---|---|---|---|
| NEXT_CPI_RELEASE | June 10, 2026 8:30 AM ET | CPI, May 2026 | U.S. Bureau of Labor Statistics | inflation release | not source-reported | BLS Release Calendar | scheduled |
| NEXT_PCE_RELEASE | outside scoring window | Personal Income and Outlays, May 2026 | U.S. Bureau of Economic Analysis | inflation and income release | not source-reported | BEA Release Schedule | outside_window |
| NEXT_PPI_RELEASE | June 11, 2026 8:30 AM ET | Producer Price Index, May 2026 | U.S. Bureau of Labor Statistics | inflation release | not source-reported | BLS Release Calendar | scheduled |
| NEXT_EMPLOYMENT_REPORT | outside scoring window | Employment Situation, June 2026 | U.S. Bureau of Labor Statistics | labor market release | not source-reported | BLS Schedule of Releases | outside_window |
| NEXT_RETAIL_SALES_RELEASE | outside scoring window | Advance Monthly Sales for Retail and Food Services, May 2026 | U.S. Census Bureau | economic data release | not source-reported | U.S. Census Monthly Retail Trade | outside_window |
| NEXT_GDP_RELEASE | outside scoring window | Q1 2026 GDP third estimate | U.S. Bureau of Economic Analysis | economic data release | not source-reported | BEA Release Schedule | outside_window |
| NEXT_ISM_MANUFACTURING_RELEASE | outside scoring window | ISM Manufacturing PMI, June 2026 | Institute for Supply Management | business survey release | not source-reported | ISM Report Calendar | outside_window |
| NEXT_ISM_SERVICES_RELEASE | outside scoring window | ISM Services PMI, June 2026 | Institute for Supply Management | business survey release | not source-reported | ISM Report Calendar | outside_window |
| NEXT_FOMC_DECISION | outside scoring window | FOMC meeting | Federal Reserve | monetary policy decision | not source-reported | Federal Reserve FOMC Calendar | outside_window |
| NEXT_FOMC_MINUTES | outside scoring window | FOMC minutes | Federal Reserve | monetary policy minutes | not source-reported | Federal Reserve FOMC Calendar | outside_window |
| NEXT_TREASURY_REFUNDING_OR_MAJOR_AUCTION | June 10-11, 2026 | 10-year Treasury note and 30-year Treasury bond auctions | U.S. Treasury | Treasury auctions | not source-reported | U.S. Treasury Tentative Auction Schedule | scheduled |
| NEXT_ECB_DECISION | June 11, 2026 | Governing Council monetary policy decision | European Central Bank | monetary policy decision | not source-reported | ECB Governing Council Calendar | scheduled |
| NEXT_BOJ_DECISION | outside scoring window | Monetary Policy Meeting | Bank of Japan | monetary policy decision | not source-reported | Bank of Japan MPM Schedule | outside_window |
| NEXT_BOE_DECISION | outside scoring window | Monetary Policy Committee decision | Bank of England | monetary policy decision | not source-reported | Bank of England Monetary Policy Committee dates | outside_window |
| NEXT_PBOC_LPR_FIXING | outside scoring window | Loan Prime Rate fixing | People's Bank of China and National Interbank Funding Center | policy-rate fixing | not source-reported | National Interbank Funding Center LPR | outside_window |
| NEXT_JOBLESS_CLAIMS_RELEASE | June 11, 2026 | Unemployment Insurance Weekly Claims | U.S. Department of Labor | labor market release | not source-reported | U.S. Department of Labor UI Claims | scheduled |
| NEXT_JOLTS_RELEASE | outside scoring window | Job Openings and Labor Turnover Survey, May 2026 | U.S. Bureau of Labor Statistics | labor market release | not source-reported | BLS JOLTS | outside_window |
| NEXT_DURABLE_GOODS_RELEASE | outside scoring window | Durable Goods Manufacturers' Shipments, Inventories, and Orders, May 2026 advance | U.S. Census Bureau | manufacturing release | not source-reported | Census Advance Report on Durable Goods | outside_window |
| NEXT_TRADE_BALANCE_RELEASE | outside scoring window | U.S. International Trade in Goods and Services, May 2026 | U.S. Census Bureau and Bureau of Economic Analysis | trade release | not source-reported | BEA Release Schedule | outside_window |
| NEXT_INDUSTRIAL_PRODUCTION_RELEASE | outside scoring window | Industrial Production and Capacity Utilization, May 2026 | Federal Reserve | production release | not source-reported | Federal Reserve Statistical Release Calendar | outside_window |
| NEXT_CONSUMER_SENTIMENT_RELEASE | June 12, 2026 10:00 AM ET | University of Michigan Consumer Sentiment, June 2026 preliminary | University of Michigan Surveys of Consumers | consumer survey release | not source-reported | University of Michigan Surveys of Consumers | scheduled |
| NEXT_CONSUMER_CONFIDENCE_RELEASE | outside scoring window | Consumer Confidence Index, June 2026 | The Conference Board | consumer survey release | not source-reported | The Conference Board Consumer Confidence | outside_window |
| NEXT_HOUSING_STARTS_RELEASE | outside scoring window | New Residential Construction, May 2026 | U.S. Census Bureau and HUD | housing release | not source-reported | Census/HUD New Residential Construction | outside_window |
| NEXT_EXISTING_HOME_SALES_RELEASE | outside scoring window | Existing-Home Sales, May 2026 | National Association of Realtors | housing release | not source-reported | NAR Existing-Home Sales | outside_window |
| NEXT_NEW_HOME_SALES_RELEASE | outside scoring window | New Residential Sales, May 2026 | U.S. Census Bureau and HUD | housing release | not source-reported | Census New Residential Sales | outside_window |
| NEXT_MAJOR_INDEX_EARNINGS_UPDATE | not provided | major index earnings update | not provided | earnings update | not provided | not provided | not_provided |

## 8. Fixed Asset-Area Datapoints

| row_id | asset_area | requested_datapoint | latest_value_or_fact | unit_if_applicable | source_reported_comparison | comparison_type | period_covered | release_or_observation_date | source | status |
|---|---|---|---|---|---|---|---|---|---|---|
| CASH_SHORT_TREASURY_POLICY_RATE | cash and short-duration Treasuries | current federal funds target range | 3.50%–3.75% (target range) | percent | not source-reported | not source-reported | Apr 30, 2026 | Apr 30, 2026 | Federal Reserve Board (Economy at a Glance – Policy Rate) | policy_or_regulatory_fact |
| BROAD_US_EQUITIES_CORPORATE_PROFITS | broad US equities | latest official corporate profits (aggregate) | $4,392.5 billion (Q1 2026) | USD (billions) | $4,352.1 B (Q4 2025) | quarter-over-quarter | Q1 2026 | May 28, 2026 | Bureau of Economic Analysis (Corporate Profits) | observed |
| BROAD_US_EQUITIES_GDP | broad US equities | latest real GDP growth value | 1.6% (annualized, Q1 2026) | percent | 0.5% (Q4 2025) | quarter-over-quarter | Q1 2026 | May 28, 2026 | Bureau of Economic Analysis (GDP Second Estimate, Q1 2026) | observed |
| BROAD_US_EQUITIES_VALUATION | broad US equities | latest broad valuation datapoint (forward P/E) | S&P 500 ~20.8× forward P/E | times | >22× (start of 2026) | year-to-date | Apr 22, 2026 | Apr 22, 2026 | Reuters (via Investing.com) | observed |
| BROAD_US_EQUITIES_MARKET_BREADTH | broad US equities | latest broad market breadth datapoint | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| NASDAQ_GROWTH_TECH_INDEX_OR_SECTOR_FACT | Nasdaq / growth / technology | latest broad tech sector/Nasdaq fact | Nasdaq composite ~27,093.90 (close, 6/2/2026) | index points | not source-reported | not source-reported | Jun 2, 2026 | Jun 2, 2026 | Associated Press (Market report, 6/2/2026) | observed |
| LARGE_GROWTH_CONTEXT | large-cap growth | latest large-growth style/valuations fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| LARGE_VALUE_CONTEXT | large-cap value | latest large-value style/valuations fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| MID_CAP_CONTEXT | mid-cap equities | latest broad mid-cap index/earnings fact | Lipper Mid Cap Core Index: 4,461.41 (6/5/2026) | index | not source-reported | not source-reported | Jun 5, 2026 | Jun 5, 2026 | Fidelity Capital Markets (Major Indices table) | observed |
| SMALL_CAP_CONTEXT | small-cap equities | latest broad small-cap index/earnings fact | Russell 2000 Index: 15,606.42 (6/5/2026) | index | not source-reported | not source-reported | Jun 5, 2026 | Jun 5, 2026 | Fidelity Capital Markets (Major Indices table) | observed |
| SMALL_VALUE_CONTEXT | small-cap value | latest broad small-value style/val fact | Russell 2000 Value Index: 22,950.61 (6/5/2026) | index | not source-reported | not source-reported | Jun 5, 2026 | Jun 5, 2026 | Fidelity Capital Markets (Major Indices table) | observed |
| DIVIDEND_CONTEXT | dividend equities | latest broad dividend-yield/payout/demand fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| LOW_VOLATILITY_CONTEXT | low-volatility equities | latest broad low-vol factor fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| MOMENTUM_CONTEXT | momentum equities | latest broad momentum factor/style-index fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| COMMUNICATION_SERVICES_CONTEXT | communication services | latest broad sector tale | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| CONSUMER_DISCRETIONARY_CONTEXT | consumer discretionary | latest broad sector or spending fact | Retail sales Apr 2026: +0.5% M/M; +4.9% Y/Y | percent | +4.9% (Apr 2025 vs 2026) | year-over-year | Apr 2026 | May 14, 2026 | U.S. Census Bureau (Retail Sales, Apr 2026) | observed |
| CONSUMER_STAPLES_CONTEXT | consumer staples | latest broad consumer spending/inflation fact | Food at home CPI +2.9% Y/Y (Apr 2026) | percent | +3.2% (all food Y/Y) | year-over-year | Apr 2026 | May 13, 2026 | Associated Press (reporting BLS CPI, Apr 2026) | observed |
| HEALTHCARE_CONTEXT | healthcare | latest broad sector/policy/spending fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| BIOTECH_CONTEXT | biotechnology | latest broad biotech industry/index fact | 25 of 59 early-2026 venture deals were biotech-related | deals | not source-reported | not source-reported | early 2026 | Jan 12, 2026 | Axios (biotech dealmaking) | observed |
| FINANCIALS_CONTEXT | financials | latest broad banking/credit fact | Regulators proposed cutting capital requirements by ~5% | percent | not source-reported | not source-reported | Mar 19, 2026 | Mar 19, 2026 | Axios (U.S. bank regulation) | policy_or_regulatory_fact |
| REGIONAL_BANKS_CONTEXT | regional banks | latest broad regional banking fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| INDUSTRIALS_CONTEXT | industrials | latest broad industrial production or manufacturing fact | Industrial Production -0.5% (Mar 2026) | percent | +2.4% (Q1 2026 annualized) | quarter-over-quarter | Mar 2026 | Apr 16, 2026 | Federal Reserve Board (Industrial Production G.17 report) | observed |
| AEROSPACE_DEFENSE_CONTEXT | aerospace and defense | latest defense budget/orders fact | Pentagon requested $200 billion more for Iran war | USD (billions) | not source-reported | not source-reported | Mar 2026 | Mar 19, 2026 | Associated Press | observed |
| ENERGY_CONTEXT | energy | latest broad energy-sector or supply/demand/inventory fact | Brent ~$92.25/bbl; WTI ~$88.68/bbl (May 26, 2026) | USD/barrel | not source-reported | not source-reported | May 26, 2026 | May 27, 2026 | Associated Press (market report) | observed |
| MATERIALS_CONTEXT | materials | latest broad materials sector fact | PPI (wholesale inflation) +6.0% Y/Y (Apr 2026) | percent | +5.2% (core PPI Y/Y) | year-over-year | Apr 2026 | May 13, 2026 | Associated Press | observed |
| METALS_MINING_CONTEXT | metals and mining | latest broad metals/mining production, price, or inventory fact | U.S. aluminum prices ~+90% year-over-year (recent) | percent | not source-reported | not source-reported | ~2026 vs 2025 | May 10, 2026 | Kiplinger (analysis of industrial metals) | observed |
| UTILITIES_CONTEXT | utilities | latest broad electricity demand/generation fact | Renewables >33% of global electricity (2025) | percent | not source-reported | not source-reported | 2025 | Apr 20, 2026 | Associated Press (Ember report) | observed |
| REAL_ESTATE_CONTEXT | real estate | latest housing/REIT/mortgage fact | U.S. housing shortage ~10 million homes (2026 report) | homes | not source-reported | not source-reported | 2026 | Apr 13, 2026 | Associated Press | observed |
| INTERMEDIATE_TREASURY_CONTEXT | intermediate Treasuries | latest intermediate-term Treasury yield/fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| LONG_TREASURY_CONTEXT | long Treasuries | latest long-term Treasury yield/fact | 10-year ~4.60%; 30-year >5.00% (mid-May 2026) | percent | not source-reported | not source-reported | May 2026 | May 19, 2026 | Associated Press | observed |
| TIPS_CONTEXT | TIPS | latest real yield or inflation-expectation fact | 10-year TIPS real yield 2.06%; breakeven ~2.36% (5/27/26) | percent | not source-reported | not source-reported | May 27, 2026 | May 27, 2026 | StreetStats (TIPS yield curve) | observed |
| AGGREGATE_BONDS_CONTEXT | aggregate bonds | latest aggregate bond-market yield/duration/fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| MBS_CONTEXT | agency mortgage-backed bonds | latest mortgage-rate or agency MBS market fact | 30-year fixed mortgage ~6.37% (Apr 2026) | percent | not source-reported | not source-reported | Apr 2026 | Apr 13, 2026 | Associated Press | observed |
| MUNICIPAL_BONDS_CONTEXT | municipal bonds | latest municipal bond yield/issuance/fund-flow fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| INVESTMENT_GRADE_CREDIT_CONTEXT | investment-grade credit | latest corporate credit spread/broad fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| HIGH_YIELD_CREDIT_CONTEXT | high-yield credit | latest high-yield spread/default/fund-flow fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| EMERGING_MARKET_BONDS_CONTEXT | emerging-market bonds | latest EM bond spread/yield/flow fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| INTERNATIONAL_BONDS_CONTEXT | international aggregate bonds | latest global bond yield/hedged yield or currency-hedged fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| DEVELOPED_EX_US_CONTEXT | developed ex-US equities | latest developed-market ex-US or MSCI fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| EMERGING_MARKETS_CONTEXT | emerging-market equities | latest emerging-market equity/GDP/flows/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| EUROPE_CONTEXT | Europe equities | latest ECB/euro-area GDP/inflation/PMI/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| JAPAN_CONTEXT | Japan equities | latest BOJ/Japan GDP/inflation/PMI/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| CHINA_CONTEXT | China equities | latest China GDP/PMI/LPR/inflation/trade/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| INDIA_CONTEXT | India equities | latest India GDP/CPI/RBI/PMI/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| CANADA_CONTEXT | Canada equities | latest Bank of Canada/GDP/CPI/commodity/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| UK_CONTEXT | UK equities | latest BOE/GDP/CPI/PMI/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| AUSTRALIA_CONTEXT | Australia equities | latest RBA/GDP/CPI/commodity/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| SOUTH_KOREA_CONTEXT | South Korea equities | latest Korea GDP/exports/CPI/BoK/semiconductor export/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| TAIWAN_CONTEXT | Taiwan equities | latest Taiwan GDP/exports/inflation/central bank/Semicon export/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| BRAZIL_CONTEXT | Brazil equities | latest Brazil GDP/inflation/central bank/commodity/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| MEXICO_CONTEXT | Mexico equities | latest Mexico GDP/inflation/central bank/trade/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| SOUTH_AFRICA_CONTEXT | South Africa equities | latest SA GDP/inflation/central bank/commodity/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| GOLD_CONTEXT | gold | latest gold price/demand/central-bank purchases/forecast fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| SILVER_CONTEXT | silver | latest silver price/demand/supply/forecast fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| COPPER_CONTEXT | copper | latest copper price/inventory/demand/supply/forecast fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| AGRICULTURE_CONTEXT | agriculture | latest broad agriculture price/crop/WASDE/supply fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| BROAD_COMMODITIES_CONTEXT | broad commodities | latest broad commodity index or market fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| OIL_CONTEXT | oil | latest oil price/inventory/OPEC/EIA supply-demand fact | Brent ~$92.25; WTI ~$88.68 (5/26/2026) | USD/barrel | not source-reported | not source-reported | May 26, 2026 | May 27, 2026 | Associated Press | observed |
| US_DOLLAR_CONTEXT | US dollar | latest DXY or broad dollar index/currency fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| EURO_CONTEXT | euro | latest ECB/EUR-USD/euro-area rate/currency fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| YEN_CONTEXT | yen | latest BOJ/USD-JPY/Japan rate/currency fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| BITCOIN_CONTEXT | bitcoin proxy | latest bitcoin price/ETF flow/regulatory/market fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| ETHEREUM_CONTEXT | ethereum proxy | latest ethereum price/ETF flow/regulatory/market fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| SEMICONDUCTORS_CONTEXT | semiconductors | latest global semiconductor sales/shipments/equipment/export fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| SOFTWARE_CONTEXT | software | latest broad software spending/revenue/sector fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| BROAD_AI_TECH_CONTEXT | broad AI technology | latest broad AI spending/investment/infrastructure/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| AUTONOMOUS_ROBOTICS_CONTEXT | autonomous technology / robotics | latest robotics/automation/capital goods/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| CYBERSECURITY_CONTEXT | cybersecurity | latest cybersecurity spending/incident/policy/sector fact | not provided |  | not_provided | not provided | not provided | not provided | not provided | not_provided |
| AI_INFRASTRUCTURE_CONTEXT | AI infrastructure | latest data-center/power demand/chips/cloud capex/policy fact | not provided |  | not_provided | not provided | not provided | not_provided | not_provided | not_provided |
| SOLAR_CONTEXT | solar | latest solar generation/installation/capacity/policy/forecast fact | not provided |  | not_provided | not provided | not provided | not_provided | not_provided | not_provided |

## 9. Scheduled Asset-Area Events

| event_id | date | asset_area | event | entity_or_publisher | source | status |
|---|---|---|---|---|---|---|
| NEXT_MAJOR_CENTRAL_BANK_EVENTS | not scheduled inside scoring window | cash and short-duration Treasuries; bonds and rates | not scheduled inside scoring window | not provided | not provided | not_scheduled_inside_window |
| NEXT_MAJOR_COUNTRY_INFLATION_RELEASES | June 10, 2026 | broad US equities; bonds and rates; TIPS; consumer sectors | U.S. CPI release for May 2026 | U.S. Bureau of Labor Statistics | BLS Release Calendar | scheduled |
| NEXT_MAJOR_COUNTRY_GDP_RELEASES | not scheduled inside scoring window | broad US equities | not scheduled inside scoring window | not provided | not provided | not_scheduled_inside_window |
| NEXT_MAJOR_COUNTRY_PMI_RELEASES | not scheduled inside scoring window | broad US equities; industrials | not scheduled inside scoring window | not provided | not provided | not_scheduled_inside_window |
| NEXT_MAJOR_COMMODITY_POLICY_OR_INVENTORY_EVENTS | June 12, 2026 | agriculture | WASDE monthly report | U.S. Department of Agriculture | USDA WASDE | scheduled |
| NEXT_MAJOR_ENERGY_REPORTS | June 10, 2026 | energy; oil | Weekly Petroleum Status Report | U.S. Energy Information Administration | EIA Weekly Petroleum Status Report | scheduled |
| NEXT_MAJOR_TREASURY_OR_CREDIT_EVENTS | June 10-11, 2026 | intermediate and long Treasuries | 10-year Treasury note and 30-year Treasury bond auctions | U.S. Treasury | U.S. Treasury Tentative Auction Schedule | scheduled |
| NEXT_MAJOR_BROAD_INDEX_EARNINGS_MILESTONE | not scheduled inside scoring window | broad US equities | not scheduled inside scoring window | not provided | not provided | not_scheduled_inside_window |
| NEXT_MAJOR_SECTOR_POLICY_EVENTS | not scheduled inside scoring window | healthcare | not scheduled inside scoring window | not provided | not provided | not_scheduled_inside_window |
| NEXT_MAJOR_CRYPTO_REGULATORY_OR_ETF_EVENTS | not scheduled inside scoring window | bitcoin proxy; ethereum proxy | not scheduled inside scoring window | not provided | not provided | not_scheduled_inside_window |

## 10. Missing Or Limited Datapoints

| section | indicator_or_event_id | missing_item | note |
|---|---|---|---|
| 2. Core Macro Datapoints | PCE_GOODS_MOM | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | PCE_SERVICES_MOM | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | U6_UNEMPLOYMENT_RATE | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | INITIAL_JOBLESS_CLAIMS | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | CONTINUING_JOBLESS_CLAIMS | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | RETAIL_SALES_CONTROL_GROUP_MOM | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | CONSUMER_CREDIT | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | FACTORY_ORDERS_MOM | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | US_TRADE_BALANCE | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | INDUSTRIAL_PRODUCTION_MOM | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | CAPACITY_UTILIZATION | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | ISM_MANUFACTURING_PMI | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | ISM_MANUFACTURING_NEW_ORDERS | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | ISM_MANUFACTURING_PRICES | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | ISM_MANUFACTURING_EMPLOYMENT | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | ISM_SERVICES_PMI | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | ISM_SERVICES_NEW_ORDERS | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | ISM_SERVICES_PRICES | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | ISM_SERVICES_EMPLOYMENT | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | CONSUMER_SENTIMENT | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | CONSUMER_INFLATION_EXPECTATIONS_1Y | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | CONSUMER_INFLATION_EXPECTATIONS_5Y | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | CONSUMER_CONFIDENCE | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | HOUSING_STARTS | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | BUILDING_PERMITS | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | EXISTING_HOME_SALES | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | NEW_HOME_SALES | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | PENDING_HOME_SALES | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | MARKET_IMPLIED_NEXT_FOMC_PROBABILITY | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | EFFECTIVE_FED_FUNDS_RATE | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | SOFR | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | TREASURY_3M | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | TREASURY_2Y | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | TREASURY_5Y | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | TREASURY_10Y | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | TREASURY_30Y | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | REAL_YIELD_5Y | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | REAL_YIELD_10Y | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | BREAKEVEN_INFLATION_5Y | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | BREAKEVEN_INFLATION_10Y | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | INFLATION_SWAP_OR_MARKET_EXPECTATION_1Y | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | TREASURY_10Y_2Y_SPREAD | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | TREASURY_10Y_3M_SPREAD | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | US_DOLLAR_INDEX | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | VIX | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | MOVE_INDEX | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | INVESTMENT_GRADE_OAS | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | HIGH_YIELD_OAS | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | FINANCIAL_CONDITIONS_INDEX | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | MONEY_MARKET_FUND_ASSETS | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | FED_BALANCE_SHEET_TOTAL_ASSETS | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | RESERVE_BALANCES_WITH_FEDERAL_RESERVE | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | TREASURY_GENERAL_ACCOUNT | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | REVERSE_REPO | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | M2_MONEY_STOCK | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | MORTGAGE_30Y_FIXED_RATE | latest requested datapoint | not provided in source reports |
| 4. Commodity And Currency Datapoints | WTI_CRUDE | latest requested datapoint | not provided in source reports |
| 4. Commodity And Currency Datapoints | BRENT_CRUDE | latest requested datapoint | not provided in source reports |
| 4. Commodity And Currency Datapoints | NATURAL_GAS | latest requested datapoint | not provided in source reports |
| 4. Commodity And Currency Datapoints | GOLD | latest requested datapoint | not provided in source reports |
| 4. Commodity And Currency Datapoints | SILVER | latest requested datapoint | not provided in source reports |
| 4. Commodity And Currency Datapoints | COPPER | latest requested datapoint | not provided in source reports |
| 4. Commodity And Currency Datapoints | BROAD_COMMODITY_INDEX | latest requested datapoint | not provided in source reports |
| 4. Commodity And Currency Datapoints | US_DOLLAR_INDEX | latest requested datapoint | not provided in source reports |
| 4. Commodity And Currency Datapoints | EURUSD | latest requested datapoint | not provided in source reports |
| 4. Commodity And Currency Datapoints | USDJPY | latest requested datapoint | not provided in source reports |
| 4. Commodity And Currency Datapoints | BITCOIN | latest requested datapoint | not provided in source reports |
| 4. Commodity And Currency Datapoints | ETHEREUM | latest requested datapoint | not provided in source reports |
| 5. Broad Equity Market Datapoints | SP500_INDEX_LEVEL | latest requested datapoint | not provided in source reports |
| 5. Broad Equity Market Datapoints | NASDAQ_COMPOSITE_INDEX_LEVEL | latest requested datapoint | not provided in source reports |
| 5. Broad Equity Market Datapoints | RUSSELL_2000_INDEX_LEVEL | latest requested datapoint | not provided in source reports |
| 5. Broad Equity Market Datapoints | SP500_FORWARD_PE_OR_CAPE | latest requested datapoint | not provided in source reports |
| 5. Broad Equity Market Datapoints | SP500_EARNINGS_GROWTH_ESTIMATE | latest requested datapoint | not provided in source reports |
| 5. Broad Equity Market Datapoints | SP500_EARNINGS_REVISION_OR_BEAT_RATE | latest requested datapoint | not provided in source reports |
| 5. Broad Equity Market Datapoints | US_EQUITY_MARKET_BREADTH | latest requested datapoint | not provided in source reports |
| 5. Broad Equity Market Datapoints | EQUAL_WEIGHT_VS_CAP_WEIGHT_CONTEXT | latest requested datapoint | not provided in source reports |
| 5. Broad Equity Market Datapoints | EQUITY_PUT_CALL_RATIO | latest requested datapoint | not provided in source reports |
| 5. Broad Equity Market Datapoints | INVESTOR_SENTIMENT_SURVEY | latest requested datapoint | not provided in source reports |
| 5. Broad Equity Market Datapoints | US_EQUITY_FUND_FLOWS | latest requested datapoint | not provided in source reports |
| 5. Broad Equity Market Datapoints | ETF_FUND_FLOWS_EQUITY_BOND_CASH | latest requested datapoint | not provided in source reports |
| 5. Broad Equity Market Datapoints | MARGIN_DEBT_OR_LEVERAGE_DATAPOINT | latest requested datapoint | not provided in source reports |
| 5. Broad Equity Market Datapoints | IMPLIED_CORRELATION_OR_REALIZED_CORRELATION | latest requested datapoint | not provided in source reports |
| Section 6 | NEXT_PCE_RELEASE | Personal Income and Outlays, May 2026 | outside_window |
| Section 6 | NEXT_EMPLOYMENT_REPORT | Employment Situation, June 2026 | outside_window |
| Section 6 | NEXT_RETAIL_SALES_RELEASE | Advance Monthly Sales for Retail and Food Services, May 2026 | outside_window |
| Section 6 | NEXT_GDP_RELEASE | Q1 2026 GDP third estimate | outside_window |
| Section 6 | NEXT_ISM_MANUFACTURING_RELEASE | ISM Manufacturing PMI, June 2026 | outside_window |
| Section 6 | NEXT_ISM_SERVICES_RELEASE | ISM Services PMI, June 2026 | outside_window |
| Section 6 | NEXT_FOMC_DECISION | FOMC meeting | outside_window |
| Section 6 | NEXT_FOMC_MINUTES | FOMC minutes | outside_window |
| Section 6 | NEXT_BOJ_DECISION | Monetary Policy Meeting | outside_window |
| Section 6 | NEXT_BOE_DECISION | Monetary Policy Committee decision | outside_window |
| Section 6 | NEXT_PBOC_LPR_FIXING | Loan Prime Rate fixing | outside_window |
| Section 6 | NEXT_JOLTS_RELEASE | Job Openings and Labor Turnover Survey, May 2026 | outside_window |
| Section 6 | NEXT_DURABLE_GOODS_RELEASE | Durable Goods Manufacturers' Shipments, Inventories, and Orders, May 2026 advance | outside_window |
| Section 6 | NEXT_TRADE_BALANCE_RELEASE | U.S. International Trade in Goods and Services, May 2026 | outside_window |
| Section 6 | NEXT_INDUSTRIAL_PRODUCTION_RELEASE | Industrial Production and Capacity Utilization, May 2026 | outside_window |
| Section 6 | NEXT_CONSUMER_CONFIDENCE_RELEASE | Consumer Confidence Index, June 2026 | outside_window |
| Section 6 | NEXT_HOUSING_STARTS_RELEASE | New Residential Construction, May 2026 | outside_window |
| Section 6 | NEXT_EXISTING_HOME_SALES_RELEASE | Existing-Home Sales, May 2026 | outside_window |
| Section 6 | NEXT_NEW_HOME_SALES_RELEASE | New Residential Sales, May 2026 | outside_window |
| Section 6 | NEXT_MAJOR_INDEX_EARNINGS_UPDATE | major index earnings update | not_provided |

| section | row_or_event_id | asset_area | missing_or_limited_item | note |
|---|---|---|---|---|
| Section 2 | BROAD_US_EQUITIES_MARKET_BREADTH | broad US equities | latest broad market breadth datapoint | not provided in source reports |
| Section 2 | LARGE_GROWTH_CONTEXT | large-cap growth | latest large-growth style/valuations fact | not provided in source reports |
| Section 2 | LARGE_VALUE_CONTEXT | large-cap value | latest large-value style/valuations fact | not provided in source reports |
| Section 2 | DIVIDEND_CONTEXT | dividend equities | latest broad dividend-yield/payout/demand fact | not provided in source reports |
| Section 2 | LOW_VOLATILITY_CONTEXT | low-volatility equities | latest broad low-vol factor fact | not provided in source reports |
| Section 2 | MOMENTUM_CONTEXT | momentum equities | latest broad momentum factor/style-index fact | not provided in source reports |
| Section 2 | COMMUNICATION_SERVICES_CONTEXT | communication services | latest broad sector tale | not provided in source reports |
| Section 2 | HEALTHCARE_CONTEXT | healthcare | latest broad sector/policy/spending fact | not provided in source reports |
| Section 2 | REGIONAL_BANKS_CONTEXT | regional banks | latest broad regional banking fact | not provided in source reports |
| Section 2 | INTERMEDIATE_TREASURY_CONTEXT | intermediate Treasuries | latest intermediate-term Treasury yield/fact | not provided in source reports |
| Section 2 | AGGREGATE_BONDS_CONTEXT | aggregate bonds | latest aggregate bond-market yield/duration/fact | not provided in source reports |
| Section 2 | MUNICIPAL_BONDS_CONTEXT | municipal bonds | latest municipal bond yield/issuance/fund-flow fact | not provided in source reports |
| Section 2 | INVESTMENT_GRADE_CREDIT_CONTEXT | investment-grade credit | latest corporate credit spread/broad fact | not provided in source reports |
| Section 2 | HIGH_YIELD_CREDIT_CONTEXT | high-yield credit | latest high-yield spread/default/fund-flow fact | not provided in source reports |
| Section 2 | EMERGING_MARKET_BONDS_CONTEXT | emerging-market bonds | latest EM bond spread/yield/flow fact | not provided in source reports |
| Section 2 | INTERNATIONAL_BONDS_CONTEXT | international aggregate bonds | latest global bond yield/hedged yield or currency-hedged fact | not provided in source reports |
| Section 2 | DEVELOPED_EX_US_CONTEXT | developed ex-US equities | latest developed-market ex-US or MSCI fact | not provided in source reports |
| Section 2 | EMERGING_MARKETS_CONTEXT | emerging-market equities | latest emerging-market equity/GDP/flows/policy fact | not provided in source reports |
| Section 2 | EUROPE_CONTEXT | Europe equities | latest ECB/euro-area GDP/inflation/PMI/policy fact | not provided in source reports |
| Section 2 | JAPAN_CONTEXT | Japan equities | latest BOJ/Japan GDP/inflation/PMI/policy fact | not provided in source reports |
| Section 2 | CHINA_CONTEXT | China equities | latest China GDP/PMI/LPR/inflation/trade/policy fact | not provided in source reports |
| Section 2 | INDIA_CONTEXT | India equities | latest India GDP/CPI/RBI/PMI/policy fact | not provided in source reports |
| Section 2 | CANADA_CONTEXT | Canada equities | latest Bank of Canada/GDP/CPI/commodity/policy fact | not provided in source reports |
| Section 2 | UK_CONTEXT | UK equities | latest BOE/GDP/CPI/PMI/policy fact | not provided in source reports |
| Section 2 | AUSTRALIA_CONTEXT | Australia equities | latest RBA/GDP/CPI/commodity/policy fact | not provided in source reports |
| Section 2 | SOUTH_KOREA_CONTEXT | South Korea equities | latest Korea GDP/exports/CPI/BoK/semiconductor export/policy fact | not provided in source reports |
| Section 2 | TAIWAN_CONTEXT | Taiwan equities | latest Taiwan GDP/exports/inflation/central bank/Semicon export/policy fact | not provided in source reports |
| Section 2 | BRAZIL_CONTEXT | Brazil equities | latest Brazil GDP/inflation/central bank/commodity/policy fact | not provided in source reports |
| Section 2 | MEXICO_CONTEXT | Mexico equities | latest Mexico GDP/inflation/central bank/trade/policy fact | not provided in source reports |
| Section 2 | SOUTH_AFRICA_CONTEXT | South Africa equities | latest SA GDP/inflation/central bank/commodity/policy fact | not provided in source reports |
| Section 2 | GOLD_CONTEXT | gold | latest gold price/demand/central-bank purchases/forecast fact | not provided in source reports |
| Section 2 | SILVER_CONTEXT | silver | latest silver price/demand/supply/forecast fact | not provided in source reports |
| Section 2 | COPPER_CONTEXT | copper | latest copper price/inventory/demand/supply/forecast fact | not provided in source reports |
| Section 2 | AGRICULTURE_CONTEXT | agriculture | latest broad agriculture price/crop/WASDE/supply fact | not provided in source reports |
| Section 2 | BROAD_COMMODITIES_CONTEXT | broad commodities | latest broad commodity index or market fact | not provided in source reports |
| Section 2 | US_DOLLAR_CONTEXT | US dollar | latest DXY or broad dollar index/currency fact | not provided in source reports |
| Section 2 | EURO_CONTEXT | euro | latest ECB/EUR-USD/euro-area rate/currency fact | not provided in source reports |
| Section 2 | YEN_CONTEXT | yen | latest BOJ/USD-JPY/Japan rate/currency fact | not provided in source reports |
| Section 2 | BITCOIN_CONTEXT | bitcoin proxy | latest bitcoin price/ETF flow/regulatory/market fact | not provided in source reports |
| Section 2 | ETHEREUM_CONTEXT | ethereum proxy | latest ethereum price/ETF flow/regulatory/market fact | not provided in source reports |
| Section 2 | SEMICONDUCTORS_CONTEXT | semiconductors | latest global semiconductor sales/shipments/equipment/export fact | not provided in source reports |
| Section 2 | SOFTWARE_CONTEXT | software | latest broad software spending/revenue/sector fact | not provided in source reports |
| Section 2 | BROAD_AI_TECH_CONTEXT | broad AI technology | latest broad AI spending/investment/infrastructure/policy fact | not provided in source reports |
| Section 2 | AUTONOMOUS_ROBOTICS_CONTEXT | autonomous technology / robotics | latest robotics/automation/capital goods/policy fact | not provided in source reports |
| Section 2 | CYBERSECURITY_CONTEXT | cybersecurity | latest cybersecurity spending/incident/policy/sector fact | not provided in source reports |
| Section 2 | AI_INFRASTRUCTURE_CONTEXT | AI infrastructure | latest data-center/power demand/chips/cloud capex/policy fact | not provided in source reports |
| Section 2 | SOLAR_CONTEXT | solar | latest solar generation/installation/capacity/policy/forecast fact | not provided in source reports |
| Section 3 | NEXT_MAJOR_CENTRAL_BANK_EVENTS | cash and short-duration Treasuries; bonds and rates | not scheduled inside scoring window | not_scheduled_inside_window |
| Section 3 | NEXT_MAJOR_COUNTRY_GDP_RELEASES | broad US equities | not scheduled inside scoring window | not_scheduled_inside_window |
| Section 3 | NEXT_MAJOR_COUNTRY_PMI_RELEASES | broad US equities; industrials | not scheduled inside scoring window | not_scheduled_inside_window |
| Section 3 | NEXT_MAJOR_BROAD_INDEX_EARNINGS_MILESTONE | broad US equities | not scheduled inside scoring window | not_scheduled_inside_window |
| Section 3 | NEXT_MAJOR_SECTOR_POLICY_EVENTS | healthcare | not scheduled inside scoring window | not_scheduled_inside_window |
| Section 3 | NEXT_MAJOR_CRYPTO_REGULATORY_OR_ETF_EVENTS | bitcoin proxy; ethereum proxy | not scheduled inside scoring window | not_scheduled_inside_window |

## 11. Full-Universe Trailing Returns

# Full-Universe Trailing Returns

This table is mechanically calculated from Tiingo EOD adjusted close data. It is sorted in the option order from `options.yaml`, not by performance. CASH is shown as 0.00%.

- Source: tiingo_eod_adj_close; yahoo_chart_adjclose fallback for rows marked in CSV message
- As-of date requested: 2026-06-09
- Failed options: 0

| option_id | symbol | option_group | as_of_price_date | return_7d | return_30d | return_6m | return_1y | status |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| CASH |  | cash | 2026-06-09 | 0.00% | 0.00% | 0.00% | 0.00% | cash |
| SHORT_TREASURY | BIL | cash_and_short_duration | 2026-06-09 | 0.08% | 0.29% | 1.76% | 3.86% | pass |
| SP500 | SPY | us_broad_market | 2026-06-09 | -2.96% | -0.08% | 8.52% | 24.32% | pass |
| TOTAL_US_MARKET | VTI | us_broad_market | 2026-06-09 | -2.86% | 0.22% | 8.81% | 24.58% | pass |
| NASDAQ100 | QQQ | us_growth_and_technology | 2026-06-09 | -5.14% | -0.48% | 13.53% | 34.02% | pass |
| LARGE_GROWTH | IWF | us_style_factor | 2026-06-09 | -4.89% | -1.23% | 2.20% | 20.11% | pass |
| LARGE_VALUE | IWD | us_style_factor | 2026-06-09 | -0.48% | 1.83% | 15.14% | 27.01% | pass |
| MID_CAP | IJH | us_size_factor | 2026-06-09 | -0.65% | 1.00% | 13.76% | 23.64% | pass |
| SMALL_CAP | IWM | us_size_factor | 2026-06-09 | -2.28% | 0.30% | 13.96% | 35.03% | pass |
| SMALL_VALUE | IWN | us_style_factor | 2026-06-09 | -1.32% | 0.26% | 16.22% | 38.53% | pass |
| DIVIDEND | SCHD | us_factor_equity | 2026-06-09 | 0.06% | 2.44% | 20.17% | 26.23% | pass |
| LOW_VOL | SPLV | us_factor_equity | 2026-06-09 | 2.79% | 1.58% | 5.83% | 3.73% | pass |
| MOMENTUM | MTUM | us_factor_equity | 2026-06-09 | -4.42% | 3.26% | 23.37% | 35.73% | pass |
| TECHNOLOGY | XLK | us_sector | 2026-06-09 | -8.80% | 2.99% | 22.46% | 51.80% | pass |
| COMMUNICATIONS | XLC | us_sector | 2026-06-09 | -1.84% | -4.67% | -3.60% | 9.14% | pass |
| CONSUMER_DISCRETIONARY | XLY | us_sector | 2026-06-09 | -1.46% | -3.60% | -1.40% | 9.21% | pass |
| CONSUMER_STAPLES | XLP | us_sector | 2026-06-09 | 2.77% | -0.10% | 9.31% | 5.94% | pass |
| HEALTHCARE | XLV | us_sector | 2026-06-09 | 5.58% | 7.72% | 3.94% | 17.28% | pass |
| FINANCIALS | XLF | us_sector | 2026-06-09 | 1.94% | 2.38% | -0.69% | 4.45% | pass |
| INDUSTRIALS | XLI | us_sector | 2026-06-09 | 0.81% | 1.39% | 15.29% | 22.91% | pass |
| ENERGY | XLE | us_sector | 2026-06-09 | -0.98% | 3.03% | 27.48% | 41.76% | pass |
| MATERIALS | XLB | us_sector | 2026-06-09 | -1.46% | -1.59% | 18.14% | 17.15% | pass |
| UTILITIES | XLU | us_sector | 2026-06-09 | 0.18% | -1.65% | 4.37% | 12.14% | pass |
| REAL_ESTATE | XLRE | us_sector | 2026-06-09 | 3.40% | 1.26% | 13.01% | 11.16% | pass |
| INTERMEDIATE_TREASURY | IEF | bonds_and_rates | 2026-06-09 | -0.49% | -0.91% | -0.54% | 4.01% | pass |
| LONG_TREASURY | TLT | bonds_and_rates | 2026-06-09 | -0.62% | -0.73% | -1.03% | 4.17% | pass |
| TIPS | TIP | bonds_and_rates | 2026-06-09 | -0.59% | -0.73% | 1.28% | 4.85% | pass |
| INVESTMENT_GRADE_CREDIT | LQD | credit | 2026-06-09 | -0.47% | -0.35% | 0.39% | 5.75% | pass |
| HIGH_YIELD_CREDIT | HYG | credit | 2026-06-09 | -0.35% | -0.14% | 1.94% | 6.41% | pass |
| AGGREGATE_BONDS | AGG | bonds_and_rates | 2026-06-09 | -0.34% | -0.48% | 0.56% | 5.05% | pass |
| DEVELOPED_EX_US | VEA | international_equity | 2026-06-09 | -3.43% | -1.40% | 15.04% | 27.98% | pass |
| EMERGING_MARKETS | VWO | international_equity | 2026-06-09 | -4.48% | -3.45% | 10.14% | 23.65% | pass |
| EUROPE | VGK | international_equity | 2026-06-09 | -1.21% | -0.27% | 9.21% | 16.77% | pass |
| JAPAN | EWJ | international_equity | 2026-06-09 | -2.81% | -1.38% | 13.26% | 28.66% | pass |
| CHINA | MCHI | international_equity | 2026-06-09 | -5.05% | -6.89% | -10.41% | -0.02% | pass |
| INDIA | INDA | international_equity | 2026-06-09 | -1.02% | -4.61% | -10.76% | -13.94% | pass |
| GOLD | IAU | commodities | 2026-06-09 | -5.15% | -9.90% | 0.92% | 27.62% | pass |
| BROAD_COMMODITIES | PDBC | commodities | 2026-06-09 | -3.34% | -3.82% | 31.98% | 38.99% | pass |
| SEMICONDUCTORS | SMH | ai_and_technology | 2026-06-09 | -6.52% | 4.32% | 60.66% | 130.72% | pass |
| SOFTWARE | IGV | ai_and_technology | 2026-06-09 | -11.25% | 1.97% | -15.46% | -12.42% | pass |
| BROAD_AI_TECH | AIQ | ai_and_technology | 2026-06-09 | -9.95% | 1.36% | 22.34% | 51.04% | pass |
| AUTONOMOUS_ROBOTICS | ARKQ | ai_and_technology | 2026-06-09 | -9.15% | -4.45% | 12.30% | 55.10% | pass |
| CYBERSECURITY | CIBR | ai_and_technology | 2026-06-09 | -10.58% | 11.98% | 12.00% | 16.55% | pass |
| SOLAR | TAN | clean_energy | 2026-06-09 | -14.45% | -0.18% | 30.25% | 83.04% | pass |
| METALS_MINING | XME | commodities | 2026-06-09 | -12.60% | -4.01% | 16.93% | 78.40% | pass |
| EQUAL_WEIGHT_SP500 | RSP | us_broad_market | 2026-06-09 | -0.40% | 2.49% | 10.73% | 19.01% | pass |
| BIOTECH | XBI | healthcare_and_biotech | 2026-06-09 | 2.83% | -2.47% | 8.77% | 56.48% | pass |
| REGIONAL_BANKS | KRE | us_industry | 2026-06-09 | 2.44% | 1.99% | 11.25% | 25.27% | pass |
| AEROSPACE_DEFENSE | ITA | us_industry | 2026-06-09 | 0.93% | 3.11% | 13.80% | 26.85% | pass |
| CANADA | EWC | country_equity | 2026-06-09 | -2.40% | -0.10% | 10.32% | 30.11% | pass |
| UNITED_KINGDOM | EWU | country_equity | 2026-06-09 | -1.39% | -0.90% | 10.01% | 19.34% | pass |
| AUSTRALIA | EWA | country_equity | 2026-06-09 | -4.14% | -4.37% | 9.04% | 10.34% | pass |
| SOUTH_KOREA | EWY | country_equity | 2026-06-09 | -14.21% | -3.23% | 96.91% | 183.07% | pass |
| TAIWAN | EWT | country_equity | 2026-06-09 | -5.89% | 4.88% | 60.42% | 92.71% | pass |
| BRAZIL | EWZ | country_equity | 2026-06-09 | -5.20% | -13.29% | 7.23% | 29.48% | pass |
| MEXICO | EWW | country_equity | 2026-06-09 | -5.46% | -6.40% | 10.00% | 26.98% | pass |
| SOUTH_AFRICA | EZA | country_equity | 2026-06-09 | -5.05% | -9.22% | 2.60% | 27.60% | pass |
| MORTGAGE_BACKED_BONDS | MBB | bonds_and_rates | 2026-06-09 | -0.47% | -0.73% | 1.12% | 6.50% | pass |
| MUNICIPAL_BONDS | MUB | bonds_and_rates | 2026-06-09 | -0.06% | 0.30% | 1.84% | 6.81% | pass |
| EMERGING_MARKET_BONDS | EMB | credit | 2026-06-09 | -0.61% | -0.08% | 2.42% | 11.04% | pass |
| INTERNATIONAL_BONDS | BNDX | bonds_and_rates | 2026-06-09 | -0.44% | -0.08% | 0.55% | 1.78% | pass |
| SILVER | SLV | commodities | 2026-06-09 | -13.21% | -19.18% | 6.96% | 76.73% | pass |
| COPPER | CPER | commodities | 2026-06-09 | -4.93% | 0.86% | 18.22% | 25.81% | pass |
| AGRICULTURE | DBA | commodities | 2026-06-09 | -3.10% | -6.04% | 3.14% | -0.59% | pass |
| OIL | USO | commodities | 2026-06-09 | -4.35% | -1.71% | 87.95% | 82.23% | pass |
| US_DOLLAR | UUP | currencies | 2026-06-09 | 0.90% | 2.45% | 2.86% | 5.83% | pass |
| EURO | FXE | currencies | 2026-06-09 | -0.68% | -1.95% | -0.33% | 1.78% | pass |
| YEN | FXY | currencies | 2026-06-09 | -0.35% | -2.34% | -2.37% | -10.24% | pass |
| BITCOIN_ETF | IBIT | crypto_proxies | 2026-06-09 | -7.65% | -22.68% | -33.51% | -43.11% | pass |
| ETHEREUM_ETF | ETHA | crypto_proxies | 2026-06-09 | -13.21% | -28.60% | -50.42% | -36.20% | pass |

## 12. Final Neutrality Statement

This briefing provides fixed factual datapoints only. It does not rank, recommend, analyze, or map facts to CapitalBench options. Missing rows are preserved for comparability; inclusion, order, grouping, and row count are not evidence of expected return.

## Options

Allowed option:
ID: CASH
Name: Cash / Do Not Invest
Symbol: N/A
Asset class: cash
Category: cash
Group: cash
Risk bucket: cash
Description: Cash position with no market exposure. Return is treated as 0 unless a round explicitly defines a cash yield proxy.

Allowed option:
ID: SHORT_TREASURY
Name: Short-Term Treasury Bills
Symbol: BIL
Asset class: cash_like
Category: treasury_bills
Group: cash_and_short_duration
Risk bucket: low
Description: Short-term US Treasury bill exposure. Typically used as a cash-like proxy with low duration risk.

Allowed option:
ID: SP500
Name: S&P 500
Symbol: SPY
Asset class: equity
Category: broad_us_equity
Group: us_broad_market
Risk bucket: medium
Description: Broad US large-cap equity exposure. Represents large publicly traded US companies across multiple sectors.

Allowed option:
ID: TOTAL_US_MARKET
Name: Total US Stock Market
Symbol: VTI
Asset class: equity
Category: broad_us_equity
Group: us_broad_market
Risk bucket: medium
Description: Broad exposure to the total US equity market, including large-, mid-, and small-cap companies. Useful as a diversified US equity proxy.

Allowed option:
ID: NASDAQ100
Name: Nasdaq 100
Symbol: QQQ
Asset class: equity
Category: growth_equity
Group: us_growth_and_technology
Risk bucket: high
Description: Large-cap, growth-oriented US equity exposure with heavy weights in technology and communication services. Sensitive to mega-cap earnings, rates, and growth-stock sentiment.

Allowed option:
ID: LARGE_GROWTH
Name: US Large-Cap Growth
Symbol: IWF
Asset class: equity
Category: style_factor
Group: us_style_factor
Risk bucket: high
Description: US large-cap growth stock exposure. Often tilted toward companies with higher expected growth, higher valuations, and greater sensitivity to interest rates.

Allowed option:
ID: LARGE_VALUE
Name: US Large-Cap Value
Symbol: IWD
Asset class: equity
Category: style_factor
Group: us_style_factor
Risk bucket: medium
Description: US large-cap value stock exposure. Often tilted toward companies with lower valuation multiples, dividends, financials, energy, and cyclical sectors.

Allowed option:
ID: MID_CAP
Name: US Mid-Cap Stocks
Symbol: IJH
Asset class: equity
Category: size_factor
Group: us_size_factor
Risk bucket: high
Description: US mid-cap equity exposure. Represents companies between large caps and small caps, with sensitivity to domestic growth, financing conditions, and risk appetite.

Allowed option:
ID: SMALL_CAP
Name: US Small-Cap Stocks
Symbol: IWM
Asset class: equity
Category: size_factor
Group: us_size_factor
Risk bucket: high
Description: US small-cap equity exposure. Often more sensitive to domestic economic growth, credit conditions, rates, and market risk appetite.

Allowed option:
ID: SMALL_VALUE
Name: US Small-Cap Value
Symbol: IWN
Asset class: equity
Category: style_and_size_factor
Group: us_style_factor
Risk bucket: high
Description: US small-cap value equity exposure. Combines smaller company exposure with value-oriented characteristics.

Allowed option:
ID: DIVIDEND
Name: US Dividend Equities
Symbol: SCHD
Asset class: equity
Category: dividend_equity
Group: us_factor_equity
Risk bucket: medium
Description: US dividend-oriented equity exposure. Often tilted toward profitable, mature companies with dividend histories.

Allowed option:
ID: LOW_VOL
Name: US Low Volatility Equities
Symbol: SPLV
Asset class: equity
Category: low_volatility_factor
Group: us_factor_equity
Risk bucket: medium
Description: US equity exposure focused on historically lower-volatility stocks. Often used as a defensive equity factor proxy.

Allowed option:
ID: MOMENTUM
Name: US Momentum Equities
Symbol: MTUM
Asset class: equity
Category: momentum_factor
Group: us_factor_equity
Risk bucket: high
Description: US equity exposure tilted toward stocks with stronger recent price momentum. Sensitive to trend persistence and factor rotations.

Allowed option:
ID: TECHNOLOGY
Name: Technology Sector
Symbol: XLK
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: high
Description: US technology sector exposure within large-cap equities. Includes software, hardware, semiconductors, and technology services companies.

Allowed option:
ID: COMMUNICATIONS
Name: Communication Services Sector
Symbol: XLC
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: high
Description: US communication services sector exposure. Includes large internet platforms, media, telecom, and entertainment companies.

Allowed option:
ID: CONSUMER_DISCRETIONARY
Name: Consumer Discretionary Sector
Symbol: XLY
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: high
Description: US consumer discretionary sector exposure. Sensitive to consumer spending, employment, credit conditions, and household confidence.

Allowed option:
ID: CONSUMER_STAPLES
Name: Consumer Staples Sector
Symbol: XLP
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: medium
Description: US consumer staples sector exposure. Includes companies selling essential consumer products and is often considered a defensive equity sector.

Allowed option:
ID: HEALTHCARE
Name: Healthcare Sector
Symbol: XLV
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: medium
Description: US healthcare sector exposure. Includes pharmaceuticals, biotechnology, medical devices, healthcare services, and insurers.

Allowed option:
ID: FINANCIALS
Name: Financials Sector
Symbol: XLF
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: high
Description: US financial sector exposure. Includes banks, insurers, capital markets firms, and financial services companies.

Allowed option:
ID: INDUSTRIALS
Name: Industrials Sector
Symbol: XLI
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: medium
Description: US industrial sector exposure. Includes aerospace, machinery, transportation, logistics, and industrial services companies.

Allowed option:
ID: ENERGY
Name: Energy Sector
Symbol: XLE
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: high
Description: US energy sector exposure. Sensitive to oil and gas prices, production trends, geopolitics, and capital discipline.

Allowed option:
ID: MATERIALS
Name: Materials Sector
Symbol: XLB
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: medium
Description: US materials sector exposure. Includes chemicals, metals, mining, packaging, and construction materials companies.

Allowed option:
ID: UTILITIES
Name: Utilities Sector
Symbol: XLU
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: medium
Description: US utilities sector exposure. Often sensitive to interest rates, electricity demand, regulation, and defensive equity flows.

Allowed option:
ID: REAL_ESTATE
Name: Real Estate Sector
Symbol: XLRE
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: high
Description: US listed real estate equity exposure. Sensitive to interest rates, property fundamentals, credit conditions, and real estate valuations.

Allowed option:
ID: INTERMEDIATE_TREASURY
Name: Intermediate-Term US Treasury Bonds
Symbol: IEF
Asset class: bond
Category: treasury_duration
Group: bonds_and_rates
Risk bucket: medium
Description: Intermediate-duration US Treasury bond exposure. Sensitive to changes in interest rates, inflation expectations, and growth expectations.

Allowed option:
ID: LONG_TREASURY
Name: Long-Term US Treasury Bonds
Symbol: TLT
Asset class: bond
Category: treasury_duration
Group: bonds_and_rates
Risk bucket: high
Description: Long-duration US Treasury bond exposure. More sensitive to interest-rate changes than shorter-duration bond funds.

Allowed option:
ID: TIPS
Name: Treasury Inflation-Protected Securities
Symbol: TIP
Asset class: bond
Category: inflation_linked_bonds
Group: bonds_and_rates
Risk bucket: medium
Description: US Treasury inflation-protected bond exposure. Sensitive to real interest rates and inflation expectations.

Allowed option:
ID: INVESTMENT_GRADE_CREDIT
Name: Investment Grade Corporate Bonds
Symbol: LQD
Asset class: bond
Category: corporate_credit
Group: credit
Risk bucket: medium
Description: US investment-grade corporate bond exposure. Sensitive to interest rates, credit spreads, and corporate balance-sheet conditions.

Allowed option:
ID: HIGH_YIELD_CREDIT
Name: High Yield Corporate Bonds
Symbol: HYG
Asset class: bond
Category: corporate_credit
Group: credit
Risk bucket: high
Description: US high-yield corporate bond exposure. Sensitive to credit spreads, default expectations, liquidity, and risk appetite.

Allowed option:
ID: AGGREGATE_BONDS
Name: US Aggregate Bond Market
Symbol: AGG
Asset class: bond
Category: aggregate_bonds
Group: bonds_and_rates
Risk bucket: medium
Description: Broad US investment-grade bond market exposure. Includes Treasuries, agency securities, mortgage-backed securities, and corporate bonds.

Allowed option:
ID: DEVELOPED_EX_US
Name: Developed Markets ex-US
Symbol: VEA
Asset class: equity
Category: international_equity
Group: international_equity
Risk bucket: high
Description: Developed-market equity exposure outside the United States. Includes regions such as Europe, Japan, Canada, and developed Asia-Pacific markets.

Allowed option:
ID: EMERGING_MARKETS
Name: Emerging Markets
Symbol: VWO
Asset class: equity
Category: international_equity
Group: international_equity
Risk bucket: very_high
Description: Emerging-market equity exposure. Sensitive to global growth, currency moves, capital flows, commodity cycles, and country-specific policy risk.

Allowed option:
ID: EUROPE
Name: Europe Equities
Symbol: VGK
Asset class: equity
Category: regional_equity
Group: international_equity
Risk bucket: high
Description: European equity exposure. Sensitive to European growth, monetary policy, currency trends, energy costs, and regional earnings.

Allowed option:
ID: JAPAN
Name: Japan Equities
Symbol: EWJ
Asset class: equity
Category: regional_equity
Group: international_equity
Risk bucket: high
Description: Japanese equity exposure. Sensitive to Japanese corporate earnings, yen movements, monetary policy, and global trade conditions.

Allowed option:
ID: CHINA
Name: China Equities
Symbol: MCHI
Asset class: equity
Category: regional_equity
Group: international_equity
Risk bucket: very_high
Description: China equity exposure through publicly traded Chinese companies. Sensitive to Chinese growth, policy actions, currency moves, and geopolitical risk.

Allowed option:
ID: INDIA
Name: India Equities
Symbol: INDA
Asset class: equity
Category: regional_equity
Group: international_equity
Risk bucket: very_high
Description: Indian equity exposure. Sensitive to Indian economic growth, currency moves, domestic policy, valuations, and foreign capital flows.

Allowed option:
ID: GOLD
Name: Gold
Symbol: IAU
Asset class: commodity
Category: precious_metals
Group: commodities
Risk bucket: medium
Description: Gold exposure through a listed gold trust. Sensitive to real interest rates, US dollar strength, inflation expectations, and safe-haven demand.

Allowed option:
ID: BROAD_COMMODITIES
Name: Broad Commodities
Symbol: PDBC
Asset class: commodity
Category: broad_commodities
Group: commodities
Risk bucket: high
Description: Broad commodity exposure through a diversified commodity strategy ETF. Sensitive to energy, metals, agriculture, inflation expectations, and global demand.

Allowed option:
ID: SEMICONDUCTORS
Name: Semiconductors
Symbol: SMH
Asset class: equity
Category: thematic_equity
Group: ai_and_technology
Risk bucket: very_high
Description: Semiconductor equity exposure. Includes companies involved in chip design, manufacturing, equipment, and related supply chains.

Allowed option:
ID: SOFTWARE
Name: Software
Symbol: IGV
Asset class: equity
Category: thematic_equity
Group: ai_and_technology
Risk bucket: high
Description: Software equity exposure. Includes companies in application software, infrastructure software, and related technology services.

Allowed option:
ID: BROAD_AI_TECH
Name: Broad AI Technology
Symbol: AIQ
Asset class: equity
Category: thematic_equity
Group: ai_and_technology
Risk bucket: very_high
Description: Broad artificial intelligence and technology equity exposure. Includes companies associated with AI applications, infrastructure, data, and related technology services.

Allowed option:
ID: AUTONOMOUS_ROBOTICS
Name: Autonomous Technology and Robotics
Symbol: ARKQ
Asset class: equity
Category: thematic_equity
Group: ai_and_technology
Risk bucket: very_high
Description: Autonomous technology and robotics equity exposure. Includes companies associated with automation, robotics, autonomous transport, energy storage, and related technology platforms.

Allowed option:
ID: CYBERSECURITY
Name: Cybersecurity
Symbol: CIBR
Asset class: equity
Category: thematic_equity
Group: ai_and_technology
Risk bucket: high
Description: Cybersecurity equity exposure. Includes companies providing network security, identity, endpoint, cloud security, and related cybersecurity products and services.

Allowed option:
ID: SOLAR
Name: Solar Energy
Symbol: TAN
Asset class: equity
Category: thematic_equity
Group: clean_energy
Risk bucket: very_high
Description: Solar energy equity exposure. Includes companies associated with solar power equipment, development, installation, and related clean-energy supply chains.

Allowed option:
ID: METALS_MINING
Name: Metals and Mining
Symbol: XME
Asset class: equity
Category: commodity_equity
Group: commodities
Risk bucket: very_high
Description: Metals and mining equity exposure. Includes companies involved in steel, aluminum, precious metals, coal, copper, and diversified mining industries.

Allowed option:
ID: EQUAL_WEIGHT_SP500
Name: Equal-Weight S&P 500
Symbol: RSP
Asset class: equity
Category: broad_us_equity
Group: us_broad_market
Risk bucket: medium
Description: Equal-weight US large-cap equity exposure. Reduces concentration in the largest S&P 500 constituents compared with market-cap weighting.

Allowed option:
ID: BIOTECH
Name: Biotechnology
Symbol: XBI
Asset class: equity
Category: industry_equity
Group: healthcare_and_biotech
Risk bucket: very_high
Description: US biotechnology equity exposure. Sensitive to clinical data, financing conditions, regulation, mergers, and risk appetite.

Allowed option:
ID: REGIONAL_BANKS
Name: Regional Banks
Symbol: KRE
Asset class: equity
Category: industry_equity
Group: us_industry
Risk bucket: very_high
Description: US regional bank equity exposure. Sensitive to deposit trends, credit quality, yield curves, regulation, and commercial real estate conditions.

Allowed option:
ID: AEROSPACE_DEFENSE
Name: Aerospace and Defense
Symbol: ITA
Asset class: equity
Category: industry_equity
Group: us_industry
Risk bucket: high
Description: US aerospace and defense equity exposure. Sensitive to defense budgets, aircraft demand, supply chains, and geopolitical risk.

Allowed option:
ID: CANADA
Name: Canada Equities
Symbol: EWC
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: high
Description: Canadian equity exposure through US-listed shares. Sensitive to financials, energy, materials, domestic growth, and Canadian dollar conditions.

Allowed option:
ID: UNITED_KINGDOM
Name: United Kingdom Equities
Symbol: EWU
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: high
Description: United Kingdom equity exposure through US-listed shares. Sensitive to sterling, UK growth, global financials, energy, and dividend-oriented sectors.

Allowed option:
ID: AUSTRALIA
Name: Australia Equities
Symbol: EWA
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: high
Description: Australian equity exposure through US-listed shares. Sensitive to banks, materials, commodity demand, China-linked growth, and Australian dollar conditions.

Allowed option:
ID: SOUTH_KOREA
Name: South Korea Equities
Symbol: EWY
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: very_high
Description: South Korean equity exposure through US-listed shares. Sensitive to semiconductors, exports, won movements, global trade, and regional geopolitics.

Allowed option:
ID: TAIWAN
Name: Taiwan Equities
Symbol: EWT
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: very_high
Description: Taiwan equity exposure through US-listed shares. Sensitive to semiconductor supply chains, global electronics demand, currency movements, and geopolitical risk.

Allowed option:
ID: BRAZIL
Name: Brazil Equities
Symbol: EWZ
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: very_high
Description: Brazilian equity exposure through US-listed shares. Sensitive to commodities, rates, fiscal policy, currency moves, and emerging-market capital flows.

Allowed option:
ID: MEXICO
Name: Mexico Equities
Symbol: EWW
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: high
Description: Mexican equity exposure through US-listed shares. Sensitive to domestic growth, currency moves, trade links, remittances, and nearshoring activity.

Allowed option:
ID: SOUTH_AFRICA
Name: South Africa Equities
Symbol: EZA
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: very_high
Description: South African equity exposure through US-listed shares. Sensitive to resources, domestic policy, currency moves, power availability, and emerging-market flows.

Allowed option:
ID: MORTGAGE_BACKED_BONDS
Name: Agency Mortgage-Backed Bonds
Symbol: MBB
Asset class: bond
Category: securitized_bonds
Group: bonds_and_rates
Risk bucket: medium
Description: US agency mortgage-backed securities exposure. Sensitive to interest rates, prepayment behavior, mortgage spreads, and housing finance conditions.

Allowed option:
ID: MUNICIPAL_BONDS
Name: Municipal Bonds
Symbol: MUB
Asset class: bond
Category: municipal_bonds
Group: bonds_and_rates
Risk bucket: low
Description: US municipal bond exposure. Sensitive to rates, state and local credit conditions, fund flows, and tax-exempt fixed-income demand.

Allowed option:
ID: EMERGING_MARKET_BONDS
Name: Emerging Market USD Bonds
Symbol: EMB
Asset class: bond
Category: emerging_market_debt
Group: credit
Risk bucket: high
Description: US dollar emerging-market bond exposure. Sensitive to sovereign spreads, US rates, currency stress, commodity cycles, and global risk appetite.

Allowed option:
ID: INTERNATIONAL_BONDS
Name: International Aggregate Bonds
Symbol: BNDX
Asset class: bond
Category: international_bonds
Group: bonds_and_rates
Risk bucket: medium
Description: International investment-grade bond exposure. Sensitive to global rates, currency hedging, regional credit conditions, and non-US monetary policy.

Allowed option:
ID: SILVER
Name: Silver
Symbol: SLV
Asset class: commodity
Category: precious_metals
Group: commodities
Risk bucket: high
Description: Silver exposure through a listed trust. Sensitive to precious-metals demand, industrial usage, real rates, US dollar moves, and inflation expectations.

Allowed option:
ID: COPPER
Name: Copper
Symbol: CPER
Asset class: commodity
Category: industrial_metals
Group: commodities
Risk bucket: high
Description: Copper exposure through an exchange-traded product. Sensitive to industrial demand, China-linked growth, supply conditions, inventories, and electrification themes.

Allowed option:
ID: AGRICULTURE
Name: Agriculture Commodities
Symbol: DBA
Asset class: commodity
Category: agriculture
Group: commodities
Risk bucket: high
Description: Agricultural commodity exposure through a diversified exchange-traded product. Sensitive to weather, crop conditions, global demand, inventories, and currency moves.

Allowed option:
ID: OIL
Name: Crude Oil
Symbol: USO
Asset class: commodity
Category: energy_commodities
Group: commodities
Risk bucket: very_high
Description: Crude oil exposure through an exchange-traded product. Sensitive to supply, demand, inventories, OPEC policy, geopolitical risk, and futures-curve structure.

Allowed option:
ID: US_DOLLAR
Name: US Dollar
Symbol: UUP
Asset class: currency
Category: currency
Group: currencies
Risk bucket: medium
Description: US dollar currency exposure through an exchange-traded product. Sensitive to relative rates, global risk appetite, trade balances, and reserve-currency demand.

Allowed option:
ID: EURO
Name: Euro
Symbol: FXE
Asset class: currency
Category: currency
Group: currencies
Risk bucket: medium
Description: Euro currency exposure through an exchange-traded product. Sensitive to European rates, growth, fiscal policy, energy conditions, and US dollar movements.

Allowed option:
ID: YEN
Name: Japanese Yen
Symbol: FXY
Asset class: currency
Category: currency
Group: currencies
Risk bucket: high
Description: Japanese yen currency exposure through an exchange-traded product. Sensitive to Japanese monetary policy, rate differentials, carry trades, and safe-haven demand.

Allowed option:
ID: BITCOIN_ETF
Name: Bitcoin ETF
Symbol: IBIT
Asset class: crypto_proxy
Category: crypto_asset
Group: crypto_proxies
Risk bucket: very_high
Description: Bitcoin exposure through a US-listed spot bitcoin exchange-traded product. Sensitive to digital-asset flows, regulation, liquidity, rates, and risk appetite.

Allowed option:
ID: ETHEREUM_ETF
Name: Ethereum ETF
Symbol: ETHA
Asset class: crypto_proxy
Category: crypto_asset
Group: crypto_proxies
Risk bucket: very_high
Description: Ethereum exposure through a US-listed spot Ethereum exchange-traded product. Sensitive to digital-asset flows, network activity, regulation, liquidity, and risk appetite.

Base Instructions prompt.md

# CapitalBench Task

You are participating in an offline, time-resolved CapitalBench evaluation round.

CapitalBench evaluates how state-of-the-art language models make saved market allocation decisions from the same frozen information set. Your response will be compared against other participating models after the one-week outcome window resolves.

The scoring timeline is central to the task: the portfolio is measured from the adjusted close on the entry date to the adjusted close on the exit date, calculated after regular trading ends on the exit date. Optimize for facts, catalysts, positioning, liquidity, and risks that can plausibly affect prices before that exit close.

Optimize only for the portfolio you expect to perform best over this close-to-close one-week scoring window. Use longer-horizon facts only when they are likely to affect prices before the exit close.

Briefing-bias discipline: the briefing may group facts by broad asset area and include a mechanical return table. Treat inclusion, section order, grouping, row count, and trailing-return table order as context, not recommendation signals.

Your objective is to allocate 100% across the allowed options to maximize expected one-week realized portfolio return, measured from the entry date to the exit date, relative to the S&P 500 benchmark. Use the briefing, option list, and any included market-data table as the common information set. The official leaderboard ranks each model by realized weighted portfolio return relative to the S&P 500 benchmark. Multi-shot stability analysis, if run, is reported separately and does not change the official leaderboard.

Your portfolio is scored by the weighted realized percentage return over the one-week round window. Alpha is portfolio return minus S&P 500 return. Returns are calculated from adjusted close prices when available.

You may use your internal learned knowledge and general market priors. Do not browse, use tools, request updated market data, use external retrieval, or intentionally rely on facts, market prices, news, or events dated after the research cutoff. If your internal knowledge conflicts with the briefing, prioritize the briefing.

You must allocate exactly 100% across allowed options. Use only the holding count, allocation increment, minimum allocation, and cash or benchmark constraints stated in the round metadata. Do not short, use leverage, or choose an option outside the allowed option list.

Return only valid JSON. Do not include markdown, prose, citations, or commentary outside the JSON.

Required JSON format:

{
  "round_id": "<round_id>",
  "model_id": "<model_id>",
  "provider": "<provider>",
  "mode": "closed_capability",
  "portfolio": [
    {
      "option_id": "<one allowed option ID>",
      "allocation_pct": <integer percentage>,
      "rationale": "<brief holding-level rationale>"
    }
  ],
  "confidence": <number from 0 to 1>,
  "portfolio_rationale": "<1-3 sentence allocation rationale>",
  "rationale_summary": "<1-3 sentence rationale>",
  "key_risks": [
    "<risk 1>",
    "<risk 2>"
  ]
}

Rules:
- portfolio must contain only IDs from the allowed option list.
- allocation_pct values must be integers in the stated allocation increment.
- allocation_pct values must sum to exactly 100.
- confidence must be between 0 and 1.
- confidence should reflect your confidence that this is the best portfolio decision under the round constraints.
- portfolio_rationale and rationale_summary are required and should be concise.
- key_risks must be a list of 2-5 concrete risks that could cause the portfolio to underperform; do not only list generic market risk.
- Do not provide a ranked list, backup portfolio, second-best portfolio, or alternative recommendation.
- Do not include financial-advice disclaimers. This is a benchmark response, not advice to a person.
- The JSON object must contain no extra fields.

Round Manifest manifest.yaml

round_id: CB-2026-06-09-1W
title: CapitalBench June 9 2026 One-Week Portfolio Round
description: One-week CapitalBench portfolio evaluation round scored from the June 9, 2026 adjusted close to the June 16, 2026 adjusted close.
decision_date: '2026-06-09'
decision_deadline: '2026-06-09T23:30:00Z'
horizon: one week
methodology_version: portfolio-v1.0
universe_version: v2.1
submission_format: portfolio
portfolio_constraints:
  min_holdings: 1
  max_holdings: 5
  allocation_increment_pct: 5
  min_allocation_pct: 5
  max_total_allocation_pct: 100
  allow_cash: true
  allow_benchmark_asset: true
entry_rule: Use adjusted close on Tuesday, June 9, 2026 for each option; CASH return is 0 unless explicitly priced.
exit_rule: Use adjusted close on Tuesday, June 16, 2026 for each selected option; CASH return is 0 unless explicitly priced.
entry_date: '2026-06-09'
exit_date: '2026-06-16'
created_at: '2026-06-09T21:01:08.627431+00:00'
notes: Fresh research inputs were assembled on June 9, 2026 after the U.S. market close. This is a weekly-track round using the June 9 adjusted close as the entry snapshot and a June 9 close to June 16 close scoring window.

Briefing briefing.md

# CapitalBench Briefing

## 1. Neutrality And Bias-Control Statement

This briefing provides fixed factual datapoints only. It does not rank, recommend, analyze, or map facts to CapitalBench options. Missing rows are preserved for comparability; inclusion, order, grouping, and row count are not evidence of expected return.

## 2. Research And Evaluation Setup

| field | value |
|---|---|
| research cutoff | 2026-06-09T21:18:50Z |
| decision deadline | 2026-06-09T23:30:00Z |
| evaluation horizon | one week |
| entry date | 2026-06-09 |
| exit date | 2026-06-16 |
| model access rule | no tool use and no web access |
| shared-input rule | competing models receive the same frozen factual briefing, fixed ETF option universe, and mechanical return table |

## 3. Core Macro Datapoints

| indicator_id | data_area | measure | latest_value | unit | source_reported_comparison | comparison_type | period_covered | release_or_observation_date | source | status |
|---|---|---|---|---|---|---|---|---|---|---|
| CPI_HEADLINE_MOM | CPI | percent change (MoM) | 0.6 | percent | 0.9 | month-over-month | Apr 2026 | 2026-05-12 | BLS (CPI News Release, Apr 2026) | observed |
| CPI_HEADLINE_YOY | CPI | percent change (YoY) | 3.8 | percent | 3.3 | year-over-year | Apr 2026 | 2026-05-12 | BLS (CPI News Release, Apr 2026) | observed |
| CPI_CORE_MOM | CPI | percent change (MoM) | 0.4 | percent | 0.2 | month-over-month | Apr 2026 | 2026-05-12 | BLS (CPI News Release, Apr 2026) | observed |
| CPI_CORE_YOY | CPI | percent change (YoY) | 2.8 | percent | 2.6 | year-over-year | Apr 2026 | 2026-05-12 | BLS (CPI News Release, Apr 2026) | observed |
| CPI_SHELTER_MOM | CPI | percent change (MoM) | 0.6 | percent | not provided | not source-reported | Apr 2026 | 2026-05-12 | BLS (CPI News Release, Apr 2026) | observed |
| CPI_ENERGY_MOM | CPI | percent change (MoM) | 3.8 | percent | not provided | not source-reported | Apr 2026 | 2026-05-12 | BLS (CPI News Release, Apr 2026) | observed |
| PCE_HEADLINE_MOM | PCE | percent change (MoM) | 0.4 | percent | 0.7 | month-over-month | Apr 2026 | 2026-05-28 | BEA (Personal Income & Outlays, Apr 2026) | observed |
| PCE_HEADLINE_YOY | PCE | percent change (YoY) | 3.8 | percent | 3.5 | year-over-year | Apr 2026 | 2026-05-28 | BEA (Personal Income & Outlays, Apr 2026) | observed |
| PCE_CORE_MOM | PCE | percent change (MoM) | 0.2 | percent | 0.3 | month-over-month | Apr 2026 | 2026-05-28 | BEA (Personal Income & Outlays, Apr 2026) | observed |
| PCE_CORE_YOY | PCE | percent change (YoY) | 3.3 | percent | 3.2 | year-over-year | Apr 2026 | 2026-05-28 | BEA (Personal Income & Outlays, Apr 2026) | observed |
| PCE_GOODS_MOM | PCE | percent change (MoM) | not provided | percent | not provided | not provided | not provided | not provided | not provided | not_provided |
| PCE_SERVICES_MOM | PCE | percent change (MoM) | not provided | percent | not provided | not provided | not provided | not provided | not provided | not_provided |
| PPI_FINAL_DEMAND_MOM | PPI | percent change (MoM) | 1.4 | percent | 0.7 | month-over-month | Apr 2026 | 2026-05-13 | BLS (PPI News Release, Apr 2026) | observed |
| PPI_FINAL_DEMAND_YOY | PPI | percent change (YoY) | 6.0 | percent | not provided | year-over-year | Apr 2026 | 2026-05-13 | BLS (PPI News Release, Apr 2026) | observed |
| UNEMPLOYMENT_RATE | Labor | rate | 4.3 | percent | 4.3 | month-over-month | May 2026 | 2026-06-05 | BLS (Employment Situation, May 2026) | observed |
| U6_UNEMPLOYMENT_RATE | Labor | rate | not provided | percent | not provided | not provided | not provided | not provided | not provided | not_provided |
| LABOR_FORCE_PARTICIPATION_RATE | Labor | rate | 61.8 | percent | 61.8 | month-over-month | May 2026 | 2026-06-05 | BLS (Employment Situation, May 2026) | observed |
| NONFARM_PAYROLLS | Labor | change (thousands) | 172 | thousand | 179 | month-over-month | May 2026 | 2026-06-05 | BLS (Employment Situation, May 2026) | observed |
| AVERAGE_HOURLY_EARNINGS_MOM | Labor | percent change (MoM) | 0.3 | percent | 0.2 | month-over-month | May 2026 | 2026-06-05 | BLS (Employment Situation, May 2026) | observed |
| AVERAGE_HOURLY_EARNINGS_YOY | Labor | percent change (YoY) | 3.4 | percent | 3.6 | year-over-year | May 2026 | 2026-06-05 | BLS (Employment Situation, May 2026) | observed |
| AVERAGE_WEEKLY_HOURS | Labor | level (hours) | 34.3 | hours | 34.3 | month-over-month | May 2026 | 2026-06-05 | BLS (Employment Situation, May 2026) | observed |
| INITIAL_JOBLESS_CLAIMS | Labor | level | not provided | people | not provided | not provided | not provided | not provided | not provided | not_provided |
| CONTINUING_JOBLESS_CLAIMS | Labor | level | not provided | people | not provided | not provided | not provided | not provided | not provided | not_provided |
| JOLTS_JOB_OPENINGS | Labor | level (millions) | 7.6 | million | 0.731 | month-over-month | Apr 2026 | 2026-06-02 | BLS (JOLTS, Apr 2026) | observed |
| REAL_GDP_QOQ_SAAR | GDP | percent change (QoQ, annual) | 1.6 | percent | 0.5 | quarter-over-quarter | Q1 2026 | 2026-05-26 | BEA (GDP second estimate, Q1 2026) | observed |
| GDP_PRICE_INDEX | GDP | percent change (QoQ, annual) | 3.6 | percent | 3.7 | quarter-over-quarter | Q1 2026 | 2026-04-30 | BEA (GDP advance estimate, Q1 2026) | observed |
| RETAIL_SALES_MOM | Retail | percent change (MoM) | 0.5 | percent | 1.6 | month-over-month | Apr 2026 | 2026-05-14 | U.S. Census (Advance Retail Sales, Apr 2026) | observed |
| RETAIL_SALES_YOY | Retail | percent change (YoY) | 4.9 | percent | not provided | not source-reported | Apr 2026 | 2026-05-14 | U.S. Census (Advance Retail Sales, Apr 2026) | observed |
| RETAIL_SALES_CONTROL_GROUP_MOM | Retail | percent change (MoM) | not provided | percent | not provided | not provided | not provided | not provided | not provided | not_provided |
| PERSONAL_INCOME_MOM | Income | percent change (MoM) | -0.1 | percent | 0.6 | month-over-month | Apr 2026 | 2026-05-28 | BEA (Personal Income & Outlays, Apr 2026) | observed |
| PERSONAL_SPENDING_MOM | Spending | percent change (MoM) | 0.5 | percent | 0.9 | month-over-month | Apr 2026 | 2026-05-28 | BEA (Personal Income & Outlays, Apr 2026) | observed |
| PERSONAL_SAVING_RATE | Saving | rate | 2.6 | percent | not provided | not source-reported | Apr 2026 | 2026-05-28 | BEA (Personal Income & Outlays, Apr 2026) | observed |
| CONSUMER_CREDIT | Credit | level | not provided | USD | not provided | not source-reported | latest available | not provided | not provided | not_provided |
| DURABLE_GOODS_ORDERS_MOM | Manufacturing | percent change (MoM) | 7.9 | percent | 1.3 | month-over-month | Apr 2026 | 2026-05-28 | Census (Durable Goods, Apr 2026) | observed |
| FACTORY_ORDERS_MOM | Manufacturing | percent change (MoM) | not provided | percent | not provided | not provided | not provided | not provided | not provided | not_provided |
| US_TRADE_BALANCE | External Trade | balance (USD) | not provided | USD | not provided | not provided | not provided | not provided | not provided | not_provided |
| INDUSTRIAL_PRODUCTION_MOM | Industrial Prod. | percent change (MoM) | not provided | percent | not provided | not provided | not provided | not provided | not provided | not_provided |
| CAPACITY_UTILIZATION | Industrial Prod. | utilization rate | not provided | percent | not provided | not provided | not provided | not provided | not provided | not_provided |
| ISM_MANUFACTURING_PMI | Business Survey | index | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| ISM_MANUFACTURING_NEW_ORDERS | Business Survey | index | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| ISM_MANUFACTURING_PRICES | Business Survey | index | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| ISM_MANUFACTURING_EMPLOYMENT | Business Survey | index | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| ISM_SERVICES_PMI | Business Survey | index | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| ISM_SERVICES_NEW_ORDERS | Business Survey | index | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| ISM_SERVICES_PRICES | Business Survey | index | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| ISM_SERVICES_EMPLOYMENT | Business Survey | index | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| CONSUMER_SENTIMENT | Survey | index | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| CONSUMER_INFLATION_EXPECTATIONS_1Y | Survey | percentage | not provided | percent | not provided | not provided | not provided | not provided | not provided | not_provided |
| CONSUMER_INFLATION_EXPECTATIONS_5Y | Survey | percentage | not provided | percent | not provided | not provided | not provided | not provided | not provided | not_provided |
| CONSUMER_CONFIDENCE | Survey | index | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| HOUSING_STARTS | Housing | thousands of units | not provided | units | not provided | not provided | not provided | not provided | not provided | not_provided |
| BUILDING_PERMITS | Housing | thousands of units | not provided | units | not provided | not provided | not provided | not provided | not provided | not_provided |
| EXISTING_HOME_SALES | Housing | millions of units | not provided | units | not provided | not provided | not provided | not provided | not provided | not_provided |
| NEW_HOME_SALES | Housing | thousands of units | not provided | units | not provided | not provided | not provided | not provided | not provided | not_provided |
| PENDING_HOME_SALES | Housing | index | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |

## 4. Rates Credit Liquidity Volatility Datapoints

| indicator_id | data_area | measure | latest_value | unit | source_reported_comparison | comparison_type | period_covered | release_or_observation_date | source | status |
|---|---|---|---|---|---|---|---|---|---|---|
| FED_FUNDS_TARGET_RANGE | Monetary Policy | target range effectively applied | 5.25–5.50 | percent | not provided | not provided | 2026-06-09 onward | 2026-05-04 | Federal Reserve (May 2026 FOMC statement) | observed |
| LATEST_FOMC_DECISION | Monetary Policy | target range decision | Hold at 5.25–5.50 | percent | not provided | not provided | May 2026 meeting | 2026-05-04 | Federal Reserve (May 3-4, 2026 statement) | observed |
| NEXT_FOMC_MEETING | Monetary Policy | date of meeting | 2026-06-16–2026-06-17 | date | not provided | not provided | scheduled | not source-reported | Federal Reserve (FOMC schedule) | scheduled |
| MARKET_IMPLIED_NEXT_FOMC_PROBABILITY | Market Data | probability | not provided | percent | not provided | not provided | N/A | N/A | not provided | not_provided |
| EFFECTIVE_FED_FUNDS_RATE | Monetary Policy | effective rate | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |
| SOFR | Rates | Secured Overnight Financing Rate | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |
| TREASURY_3M | Rates | 3-month Treasury yield | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |
| TREASURY_2Y | Rates | 2-year Treasury yield | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |
| TREASURY_5Y | Rates | 5-year Treasury yield | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |
| TREASURY_10Y | Rates | 10-year Treasury yield | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |
| TREASURY_30Y | Rates | 30-year Treasury yield | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |
| REAL_YIELD_5Y | Rates | 5-year Treasury Inflation-Protected yield | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |
| REAL_YIELD_10Y | Rates | 10-year TIPS yield | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |
| BREAKEVEN_INFLATION_5Y | Market Data | 5-year inflation breakeven | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |
| BREAKEVEN_INFLATION_10Y | Market Data | 10-year inflation breakeven | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |
| INFLATION_SWAP_OR_MARKET_EXPECTATION_1Y | Market Data | 1-year inflation swap rate | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |
| TREASURY_10Y_2Y_SPREAD | Rates | 10y–2y Treasury yield spread | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |
| TREASURY_10Y_3M_SPREAD | Rates | 10y–3m Treasury yield spread | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |
| US_DOLLAR_INDEX | Currencies | DXY Index level | not provided | index | not provided | not provided | latest available | N/A | not provided | not_provided |
| VIX | Volatility | CBOE VIX index | not provided | index | not provided | not provided | latest available | N/A | not provided | not_provided |
| MOVE_INDEX | Volatility | ICE BofA MOVE index | not provided | index | not provided | not provided | latest available | N/A | not provided | not_provided |
| INVESTMENT_GRADE_OAS | Credit | ICE BofA US Corp A or better OAS | not provided | basis points | not provided | not provided | latest available | N/A | not provided | not_provided |
| HIGH_YIELD_OAS | Credit | ICE BofA US High Yield OAS | not provided | basis points | not provided | not provided | latest available | N/A | not provided | not_provided |
| FINANCIAL_CONDITIONS_INDEX | Conditions | index | not provided | index | not provided | not provided | latest available | N/A | not provided | not_provided |
| MONEY_MARKET_FUND_ASSETS | Liquidity | total assets (USD) | not provided | USD | not provided | not provided | latest available | N/A | not provided | not_provided |
| FED_BALANCE_SHEET_TOTAL_ASSETS | Fed | total assets (USD) | not provided | USD | not provided | not provided | latest available | N/A | not provided | not_provided |
| RESERVE_BALANCES_WITH_FEDERAL_RESERVE | Fed | reserves (USD) | not provided | USD | not provided | not provided | latest available | N/A | not provided | not_provided |
| TREASURY_GENERAL_ACCOUNT | Treasury | TGA balance (USD) | not provided | USD | not provided | not provided | latest available | N/A | not provided | not_provided |
| REVERSE_REPO | Fed | reverse repo (USD) | not provided | USD | not provided | not provided | latest available | N/A | not provided | not_provided |
| M2_MONEY_STOCK | Fed | M2 money supply | not provided | USD | not provided | not provided | latest available | N/A | not provided | not_provided |
| MORTGAGE_30Y_FIXED_RATE | Rates | 30-year mortgage rate (Freddie Mac) | not provided | percent | not provided | not provided | latest available | N/A | not provided | not_provided |

## 5. Commodity And Currency Datapoints

| indicator_id | measure | latest_value | unit | source_reported_comparison | comparison_type | observation_date | source | status |
|---|---|---|---|---|---|---|---|---|
| WTI_CRUDE | price | not provided | USD/bbl | not provided | not provided | not provided | not provided | not_provided |
| BRENT_CRUDE | price | not provided | USD/bbl | not provided | not provided | not provided | not provided | not_provided |
| NATURAL_GAS | price | not provided | USD/MMBtu | not provided | not provided | not provided | not provided | not_provided |
| GOLD | price | not provided | USD/oz | not provided | not provided | not provided | not provided | not_provided |
| SILVER | price | not provided | USD/oz | not provided | not provided | not provided | not provided | not_provided |
| COPPER | price | not provided | USD/lb | not provided | not provided | not provided | not provided | not_provided |
| BROAD_COMMODITY_INDEX | index | not provided | index | not provided | not provided | not provided | not provided | not_provided |
| US_DOLLAR_INDEX | index | not provided | index | not provided | not provided | not provided | not provided | not_provided |
| EURUSD | exchange rate | not provided |  | not provided | not provided | not provided | not provided | not_provided |
| USDJPY | exchange rate | not provided |  | not provided | not provided | not provided | not provided | not_provided |
| BITCOIN | price (USD) | not provided | USD | not provided | not provided | not provided | not provided | not_provided |
| ETHEREUM | price (USD) | not provided | USD | not provided | not provided | not provided | not provided | not_provided |

## 6. Broad Equity Market Datapoints

| indicator_id | data_area | measure | latest_value | unit | source_reported_comparison | comparison_type | period_covered | release_or_observation_date | source | status |
|---|---|---|---|---|---|---|---|---|---|---|
| SP500_INDEX_LEVEL | Equity | index level | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| NASDAQ_COMPOSITE_INDEX_LEVEL | Equity | index level | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| RUSSELL_2000_INDEX_LEVEL | Equity | index level | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| SP500_FORWARD_PE_OR_CAPE | Valuation | forward P/E or CAPE | not provided | ratio | not provided | not provided | not provided | not provided | not provided | not_provided |
| SP500_EARNINGS_GROWTH_ESTIMATE | Earnings | forecast growth | not provided | percent | not provided | not provided | not provided | not provided | not provided | not_provided |
| SP500_EARNINGS_REVISION_OR_BEAT_RATE | Earnings | revision or beat rate | not provided | percent | not provided | not provided | not provided | not provided | not provided | not_provided |
| US_EQUITY_MARKET_BREADTH | Breadth | index or ratio | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| EQUAL_WEIGHT_VS_CAP_WEIGHT_CONTEXT | Breadth | comparison index | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| EQUITY_PUT_CALL_RATIO | Market | ratio | not provided | ratio | not provided | not provided | not provided | not provided | not provided | not_provided |
| INVESTOR_SENTIMENT_SURVEY | Sentiment | index | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| US_EQUITY_FUND_FLOWS | Flows | net flows (USD) | not provided | USD | not provided | not provided | not provided | not provided | not provided | not_provided |
| ETF_FUND_FLOWS_EQUITY_BOND_CASH | Flows | net flows (USD) | not provided | USD | not provided | not provided | not provided | not provided | not provided | not_provided |
| MARGIN_DEBT_OR_LEVERAGE_DATAPOINT | Leverage | index or level | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |
| IMPLIED_CORRELATION_OR_REALIZED_CORRELATION | Correlation | index or measure | not provided | index | not provided | not provided | not provided | not provided | not provided | not_provided |

## 7. Scheduled Macro Events

| event_id | date | event | publisher_or_entity | release_type | consensus_or_forecast_if_source_reported | source | status |
|---|---|---|---|---|---|---|---|
| NEXT_CPI_RELEASE | June 10, 2026 8:30 AM ET | CPI, May 2026 | U.S. Bureau of Labor Statistics | inflation release | not source-reported | BLS Release Calendar | scheduled |
| NEXT_PCE_RELEASE | outside scoring window | Personal Income and Outlays, May 2026 | U.S. Bureau of Economic Analysis | inflation and income release | not source-reported | BEA Release Schedule | outside_window |
| NEXT_PPI_RELEASE | June 11, 2026 8:30 AM ET | Producer Price Index, May 2026 | U.S. Bureau of Labor Statistics | inflation release | not source-reported | BLS Release Calendar | scheduled |
| NEXT_EMPLOYMENT_REPORT | outside scoring window | Employment Situation, June 2026 | U.S. Bureau of Labor Statistics | labor market release | not source-reported | BLS Schedule of Releases | outside_window |
| NEXT_RETAIL_SALES_RELEASE | outside scoring window | Advance Monthly Sales for Retail and Food Services, May 2026 | U.S. Census Bureau | economic data release | not source-reported | U.S. Census Monthly Retail Trade | outside_window |
| NEXT_GDP_RELEASE | outside scoring window | Q1 2026 GDP third estimate | U.S. Bureau of Economic Analysis | economic data release | not source-reported | BEA Release Schedule | outside_window |
| NEXT_ISM_MANUFACTURING_RELEASE | outside scoring window | ISM Manufacturing PMI, June 2026 | Institute for Supply Management | business survey release | not source-reported | ISM Report Calendar | outside_window |
| NEXT_ISM_SERVICES_RELEASE | outside scoring window | ISM Services PMI, June 2026 | Institute for Supply Management | business survey release | not source-reported | ISM Report Calendar | outside_window |
| NEXT_FOMC_DECISION | outside scoring window | FOMC meeting | Federal Reserve | monetary policy decision | not source-reported | Federal Reserve FOMC Calendar | outside_window |
| NEXT_FOMC_MINUTES | outside scoring window | FOMC minutes | Federal Reserve | monetary policy minutes | not source-reported | Federal Reserve FOMC Calendar | outside_window |
| NEXT_TREASURY_REFUNDING_OR_MAJOR_AUCTION | June 10-11, 2026 | 10-year Treasury note and 30-year Treasury bond auctions | U.S. Treasury | Treasury auctions | not source-reported | U.S. Treasury Tentative Auction Schedule | scheduled |
| NEXT_ECB_DECISION | June 11, 2026 | Governing Council monetary policy decision | European Central Bank | monetary policy decision | not source-reported | ECB Governing Council Calendar | scheduled |
| NEXT_BOJ_DECISION | outside scoring window | Monetary Policy Meeting | Bank of Japan | monetary policy decision | not source-reported | Bank of Japan MPM Schedule | outside_window |
| NEXT_BOE_DECISION | outside scoring window | Monetary Policy Committee decision | Bank of England | monetary policy decision | not source-reported | Bank of England Monetary Policy Committee dates | outside_window |
| NEXT_PBOC_LPR_FIXING | outside scoring window | Loan Prime Rate fixing | People's Bank of China and National Interbank Funding Center | policy-rate fixing | not source-reported | National Interbank Funding Center LPR | outside_window |
| NEXT_JOBLESS_CLAIMS_RELEASE | June 11, 2026 | Unemployment Insurance Weekly Claims | U.S. Department of Labor | labor market release | not source-reported | U.S. Department of Labor UI Claims | scheduled |
| NEXT_JOLTS_RELEASE | outside scoring window | Job Openings and Labor Turnover Survey, May 2026 | U.S. Bureau of Labor Statistics | labor market release | not source-reported | BLS JOLTS | outside_window |
| NEXT_DURABLE_GOODS_RELEASE | outside scoring window | Durable Goods Manufacturers' Shipments, Inventories, and Orders, May 2026 advance | U.S. Census Bureau | manufacturing release | not source-reported | Census Advance Report on Durable Goods | outside_window |
| NEXT_TRADE_BALANCE_RELEASE | outside scoring window | U.S. International Trade in Goods and Services, May 2026 | U.S. Census Bureau and Bureau of Economic Analysis | trade release | not source-reported | BEA Release Schedule | outside_window |
| NEXT_INDUSTRIAL_PRODUCTION_RELEASE | outside scoring window | Industrial Production and Capacity Utilization, May 2026 | Federal Reserve | production release | not source-reported | Federal Reserve Statistical Release Calendar | outside_window |
| NEXT_CONSUMER_SENTIMENT_RELEASE | June 12, 2026 10:00 AM ET | University of Michigan Consumer Sentiment, June 2026 preliminary | University of Michigan Surveys of Consumers | consumer survey release | not source-reported | University of Michigan Surveys of Consumers | scheduled |
| NEXT_CONSUMER_CONFIDENCE_RELEASE | outside scoring window | Consumer Confidence Index, June 2026 | The Conference Board | consumer survey release | not source-reported | The Conference Board Consumer Confidence | outside_window |
| NEXT_HOUSING_STARTS_RELEASE | outside scoring window | New Residential Construction, May 2026 | U.S. Census Bureau and HUD | housing release | not source-reported | Census/HUD New Residential Construction | outside_window |
| NEXT_EXISTING_HOME_SALES_RELEASE | outside scoring window | Existing-Home Sales, May 2026 | National Association of Realtors | housing release | not source-reported | NAR Existing-Home Sales | outside_window |
| NEXT_NEW_HOME_SALES_RELEASE | outside scoring window | New Residential Sales, May 2026 | U.S. Census Bureau and HUD | housing release | not source-reported | Census New Residential Sales | outside_window |
| NEXT_MAJOR_INDEX_EARNINGS_UPDATE | not provided | major index earnings update | not provided | earnings update | not provided | not provided | not_provided |

## 8. Fixed Asset-Area Datapoints

| row_id | asset_area | requested_datapoint | latest_value_or_fact | unit_if_applicable | source_reported_comparison | comparison_type | period_covered | release_or_observation_date | source | status |
|---|---|---|---|---|---|---|---|---|---|---|
| CASH_SHORT_TREASURY_POLICY_RATE | cash and short-duration Treasuries | current federal funds target range | 3.50%–3.75% (target range) | percent | not source-reported | not source-reported | Apr 30, 2026 | Apr 30, 2026 | Federal Reserve Board (Economy at a Glance – Policy Rate) | policy_or_regulatory_fact |
| BROAD_US_EQUITIES_CORPORATE_PROFITS | broad US equities | latest official corporate profits (aggregate) | $4,392.5 billion (Q1 2026) | USD (billions) | $4,352.1 B (Q4 2025) | quarter-over-quarter | Q1 2026 | May 28, 2026 | Bureau of Economic Analysis (Corporate Profits) | observed |
| BROAD_US_EQUITIES_GDP | broad US equities | latest real GDP growth value | 1.6% (annualized, Q1 2026) | percent | 0.5% (Q4 2025) | quarter-over-quarter | Q1 2026 | May 28, 2026 | Bureau of Economic Analysis (GDP Second Estimate, Q1 2026) | observed |
| BROAD_US_EQUITIES_VALUATION | broad US equities | latest broad valuation datapoint (forward P/E) | S&P 500 ~20.8× forward P/E | times | >22× (start of 2026) | year-to-date | Apr 22, 2026 | Apr 22, 2026 | Reuters (via Investing.com) | observed |
| BROAD_US_EQUITIES_MARKET_BREADTH | broad US equities | latest broad market breadth datapoint | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| NASDAQ_GROWTH_TECH_INDEX_OR_SECTOR_FACT | Nasdaq / growth / technology | latest broad tech sector/Nasdaq fact | Nasdaq composite ~27,093.90 (close, 6/2/2026) | index points | not source-reported | not source-reported | Jun 2, 2026 | Jun 2, 2026 | Associated Press (Market report, 6/2/2026) | observed |
| LARGE_GROWTH_CONTEXT | large-cap growth | latest large-growth style/valuations fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| LARGE_VALUE_CONTEXT | large-cap value | latest large-value style/valuations fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| MID_CAP_CONTEXT | mid-cap equities | latest broad mid-cap index/earnings fact | Lipper Mid Cap Core Index: 4,461.41 (6/5/2026) | index | not source-reported | not source-reported | Jun 5, 2026 | Jun 5, 2026 | Fidelity Capital Markets (Major Indices table) | observed |
| SMALL_CAP_CONTEXT | small-cap equities | latest broad small-cap index/earnings fact | Russell 2000 Index: 15,606.42 (6/5/2026) | index | not source-reported | not source-reported | Jun 5, 2026 | Jun 5, 2026 | Fidelity Capital Markets (Major Indices table) | observed |
| SMALL_VALUE_CONTEXT | small-cap value | latest broad small-value style/val fact | Russell 2000 Value Index: 22,950.61 (6/5/2026) | index | not source-reported | not source-reported | Jun 5, 2026 | Jun 5, 2026 | Fidelity Capital Markets (Major Indices table) | observed |
| DIVIDEND_CONTEXT | dividend equities | latest broad dividend-yield/payout/demand fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| LOW_VOLATILITY_CONTEXT | low-volatility equities | latest broad low-vol factor fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| MOMENTUM_CONTEXT | momentum equities | latest broad momentum factor/style-index fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| COMMUNICATION_SERVICES_CONTEXT | communication services | latest broad sector tale | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| CONSUMER_DISCRETIONARY_CONTEXT | consumer discretionary | latest broad sector or spending fact | Retail sales Apr 2026: +0.5% M/M; +4.9% Y/Y | percent | +4.9% (Apr 2025 vs 2026) | year-over-year | Apr 2026 | May 14, 2026 | U.S. Census Bureau (Retail Sales, Apr 2026) | observed |
| CONSUMER_STAPLES_CONTEXT | consumer staples | latest broad consumer spending/inflation fact | Food at home CPI +2.9% Y/Y (Apr 2026) | percent | +3.2% (all food Y/Y) | year-over-year | Apr 2026 | May 13, 2026 | Associated Press (reporting BLS CPI, Apr 2026) | observed |
| HEALTHCARE_CONTEXT | healthcare | latest broad sector/policy/spending fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| BIOTECH_CONTEXT | biotechnology | latest broad biotech industry/index fact | 25 of 59 early-2026 venture deals were biotech-related | deals | not source-reported | not source-reported | early 2026 | Jan 12, 2026 | Axios (biotech dealmaking) | observed |
| FINANCIALS_CONTEXT | financials | latest broad banking/credit fact | Regulators proposed cutting capital requirements by ~5% | percent | not source-reported | not source-reported | Mar 19, 2026 | Mar 19, 2026 | Axios (U.S. bank regulation) | policy_or_regulatory_fact |
| REGIONAL_BANKS_CONTEXT | regional banks | latest broad regional banking fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| INDUSTRIALS_CONTEXT | industrials | latest broad industrial production or manufacturing fact | Industrial Production -0.5% (Mar 2026) | percent | +2.4% (Q1 2026 annualized) | quarter-over-quarter | Mar 2026 | Apr 16, 2026 | Federal Reserve Board (Industrial Production G.17 report) | observed |
| AEROSPACE_DEFENSE_CONTEXT | aerospace and defense | latest defense budget/orders fact | Pentagon requested $200 billion more for Iran war | USD (billions) | not source-reported | not source-reported | Mar 2026 | Mar 19, 2026 | Associated Press | observed |
| ENERGY_CONTEXT | energy | latest broad energy-sector or supply/demand/inventory fact | Brent ~$92.25/bbl; WTI ~$88.68/bbl (May 26, 2026) | USD/barrel | not source-reported | not source-reported | May 26, 2026 | May 27, 2026 | Associated Press (market report) | observed |
| MATERIALS_CONTEXT | materials | latest broad materials sector fact | PPI (wholesale inflation) +6.0% Y/Y (Apr 2026) | percent | +5.2% (core PPI Y/Y) | year-over-year | Apr 2026 | May 13, 2026 | Associated Press | observed |
| METALS_MINING_CONTEXT | metals and mining | latest broad metals/mining production, price, or inventory fact | U.S. aluminum prices ~+90% year-over-year (recent) | percent | not source-reported | not source-reported | ~2026 vs 2025 | May 10, 2026 | Kiplinger (analysis of industrial metals) | observed |
| UTILITIES_CONTEXT | utilities | latest broad electricity demand/generation fact | Renewables >33% of global electricity (2025) | percent | not source-reported | not source-reported | 2025 | Apr 20, 2026 | Associated Press (Ember report) | observed |
| REAL_ESTATE_CONTEXT | real estate | latest housing/REIT/mortgage fact | U.S. housing shortage ~10 million homes (2026 report) | homes | not source-reported | not source-reported | 2026 | Apr 13, 2026 | Associated Press | observed |
| INTERMEDIATE_TREASURY_CONTEXT | intermediate Treasuries | latest intermediate-term Treasury yield/fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| LONG_TREASURY_CONTEXT | long Treasuries | latest long-term Treasury yield/fact | 10-year ~4.60%; 30-year >5.00% (mid-May 2026) | percent | not source-reported | not source-reported | May 2026 | May 19, 2026 | Associated Press | observed |
| TIPS_CONTEXT | TIPS | latest real yield or inflation-expectation fact | 10-year TIPS real yield 2.06%; breakeven ~2.36% (5/27/26) | percent | not source-reported | not source-reported | May 27, 2026 | May 27, 2026 | StreetStats (TIPS yield curve) | observed |
| AGGREGATE_BONDS_CONTEXT | aggregate bonds | latest aggregate bond-market yield/duration/fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| MBS_CONTEXT | agency mortgage-backed bonds | latest mortgage-rate or agency MBS market fact | 30-year fixed mortgage ~6.37% (Apr 2026) | percent | not source-reported | not source-reported | Apr 2026 | Apr 13, 2026 | Associated Press | observed |
| MUNICIPAL_BONDS_CONTEXT | municipal bonds | latest municipal bond yield/issuance/fund-flow fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| INVESTMENT_GRADE_CREDIT_CONTEXT | investment-grade credit | latest corporate credit spread/broad fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| HIGH_YIELD_CREDIT_CONTEXT | high-yield credit | latest high-yield spread/default/fund-flow fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| EMERGING_MARKET_BONDS_CONTEXT | emerging-market bonds | latest EM bond spread/yield/flow fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| INTERNATIONAL_BONDS_CONTEXT | international aggregate bonds | latest global bond yield/hedged yield or currency-hedged fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| DEVELOPED_EX_US_CONTEXT | developed ex-US equities | latest developed-market ex-US or MSCI fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| EMERGING_MARKETS_CONTEXT | emerging-market equities | latest emerging-market equity/GDP/flows/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| EUROPE_CONTEXT | Europe equities | latest ECB/euro-area GDP/inflation/PMI/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| JAPAN_CONTEXT | Japan equities | latest BOJ/Japan GDP/inflation/PMI/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| CHINA_CONTEXT | China equities | latest China GDP/PMI/LPR/inflation/trade/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| INDIA_CONTEXT | India equities | latest India GDP/CPI/RBI/PMI/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| CANADA_CONTEXT | Canada equities | latest Bank of Canada/GDP/CPI/commodity/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| UK_CONTEXT | UK equities | latest BOE/GDP/CPI/PMI/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| AUSTRALIA_CONTEXT | Australia equities | latest RBA/GDP/CPI/commodity/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| SOUTH_KOREA_CONTEXT | South Korea equities | latest Korea GDP/exports/CPI/BoK/semiconductor export/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| TAIWAN_CONTEXT | Taiwan equities | latest Taiwan GDP/exports/inflation/central bank/Semicon export/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| BRAZIL_CONTEXT | Brazil equities | latest Brazil GDP/inflation/central bank/commodity/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| MEXICO_CONTEXT | Mexico equities | latest Mexico GDP/inflation/central bank/trade/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| SOUTH_AFRICA_CONTEXT | South Africa equities | latest SA GDP/inflation/central bank/commodity/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| GOLD_CONTEXT | gold | latest gold price/demand/central-bank purchases/forecast fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| SILVER_CONTEXT | silver | latest silver price/demand/supply/forecast fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| COPPER_CONTEXT | copper | latest copper price/inventory/demand/supply/forecast fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| AGRICULTURE_CONTEXT | agriculture | latest broad agriculture price/crop/WASDE/supply fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| BROAD_COMMODITIES_CONTEXT | broad commodities | latest broad commodity index or market fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| OIL_CONTEXT | oil | latest oil price/inventory/OPEC/EIA supply-demand fact | Brent ~$92.25; WTI ~$88.68 (5/26/2026) | USD/barrel | not source-reported | not source-reported | May 26, 2026 | May 27, 2026 | Associated Press | observed |
| US_DOLLAR_CONTEXT | US dollar | latest DXY or broad dollar index/currency fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| EURO_CONTEXT | euro | latest ECB/EUR-USD/euro-area rate/currency fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| YEN_CONTEXT | yen | latest BOJ/USD-JPY/Japan rate/currency fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| BITCOIN_CONTEXT | bitcoin proxy | latest bitcoin price/ETF flow/regulatory/market fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| ETHEREUM_CONTEXT | ethereum proxy | latest ethereum price/ETF flow/regulatory/market fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| SEMICONDUCTORS_CONTEXT | semiconductors | latest global semiconductor sales/shipments/equipment/export fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| SOFTWARE_CONTEXT | software | latest broad software spending/revenue/sector fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| BROAD_AI_TECH_CONTEXT | broad AI technology | latest broad AI spending/investment/infrastructure/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| AUTONOMOUS_ROBOTICS_CONTEXT | autonomous technology / robotics | latest robotics/automation/capital goods/policy fact | not provided |  | not provided | not provided | not provided | not provided | not provided | not_provided |
| CYBERSECURITY_CONTEXT | cybersecurity | latest cybersecurity spending/incident/policy/sector fact | not provided |  | not_provided | not provided | not provided | not provided | not provided | not_provided |
| AI_INFRASTRUCTURE_CONTEXT | AI infrastructure | latest data-center/power demand/chips/cloud capex/policy fact | not provided |  | not_provided | not provided | not provided | not_provided | not_provided | not_provided |
| SOLAR_CONTEXT | solar | latest solar generation/installation/capacity/policy/forecast fact | not provided |  | not_provided | not provided | not provided | not_provided | not_provided | not_provided |

## 9. Scheduled Asset-Area Events

| event_id | date | asset_area | event | entity_or_publisher | source | status |
|---|---|---|---|---|---|---|
| NEXT_MAJOR_CENTRAL_BANK_EVENTS | not scheduled inside scoring window | cash and short-duration Treasuries; bonds and rates | not scheduled inside scoring window | not provided | not provided | not_scheduled_inside_window |
| NEXT_MAJOR_COUNTRY_INFLATION_RELEASES | June 10, 2026 | broad US equities; bonds and rates; TIPS; consumer sectors | U.S. CPI release for May 2026 | U.S. Bureau of Labor Statistics | BLS Release Calendar | scheduled |
| NEXT_MAJOR_COUNTRY_GDP_RELEASES | not scheduled inside scoring window | broad US equities | not scheduled inside scoring window | not provided | not provided | not_scheduled_inside_window |
| NEXT_MAJOR_COUNTRY_PMI_RELEASES | not scheduled inside scoring window | broad US equities; industrials | not scheduled inside scoring window | not provided | not provided | not_scheduled_inside_window |
| NEXT_MAJOR_COMMODITY_POLICY_OR_INVENTORY_EVENTS | June 12, 2026 | agriculture | WASDE monthly report | U.S. Department of Agriculture | USDA WASDE | scheduled |
| NEXT_MAJOR_ENERGY_REPORTS | June 10, 2026 | energy; oil | Weekly Petroleum Status Report | U.S. Energy Information Administration | EIA Weekly Petroleum Status Report | scheduled |
| NEXT_MAJOR_TREASURY_OR_CREDIT_EVENTS | June 10-11, 2026 | intermediate and long Treasuries | 10-year Treasury note and 30-year Treasury bond auctions | U.S. Treasury | U.S. Treasury Tentative Auction Schedule | scheduled |
| NEXT_MAJOR_BROAD_INDEX_EARNINGS_MILESTONE | not scheduled inside scoring window | broad US equities | not scheduled inside scoring window | not provided | not provided | not_scheduled_inside_window |
| NEXT_MAJOR_SECTOR_POLICY_EVENTS | not scheduled inside scoring window | healthcare | not scheduled inside scoring window | not provided | not provided | not_scheduled_inside_window |
| NEXT_MAJOR_CRYPTO_REGULATORY_OR_ETF_EVENTS | not scheduled inside scoring window | bitcoin proxy; ethereum proxy | not scheduled inside scoring window | not provided | not provided | not_scheduled_inside_window |

## 10. Missing Or Limited Datapoints

| section | indicator_or_event_id | missing_item | note |
|---|---|---|---|
| 2. Core Macro Datapoints | PCE_GOODS_MOM | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | PCE_SERVICES_MOM | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | U6_UNEMPLOYMENT_RATE | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | INITIAL_JOBLESS_CLAIMS | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | CONTINUING_JOBLESS_CLAIMS | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | RETAIL_SALES_CONTROL_GROUP_MOM | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | CONSUMER_CREDIT | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | FACTORY_ORDERS_MOM | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | US_TRADE_BALANCE | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | INDUSTRIAL_PRODUCTION_MOM | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | CAPACITY_UTILIZATION | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | ISM_MANUFACTURING_PMI | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | ISM_MANUFACTURING_NEW_ORDERS | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | ISM_MANUFACTURING_PRICES | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | ISM_MANUFACTURING_EMPLOYMENT | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | ISM_SERVICES_PMI | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | ISM_SERVICES_NEW_ORDERS | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | ISM_SERVICES_PRICES | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | ISM_SERVICES_EMPLOYMENT | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | CONSUMER_SENTIMENT | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | CONSUMER_INFLATION_EXPECTATIONS_1Y | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | CONSUMER_INFLATION_EXPECTATIONS_5Y | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | CONSUMER_CONFIDENCE | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | HOUSING_STARTS | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | BUILDING_PERMITS | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | EXISTING_HOME_SALES | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | NEW_HOME_SALES | latest requested datapoint | not provided in source reports |
| 2. Core Macro Datapoints | PENDING_HOME_SALES | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | MARKET_IMPLIED_NEXT_FOMC_PROBABILITY | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | EFFECTIVE_FED_FUNDS_RATE | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | SOFR | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | TREASURY_3M | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | TREASURY_2Y | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | TREASURY_5Y | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | TREASURY_10Y | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | TREASURY_30Y | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | REAL_YIELD_5Y | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | REAL_YIELD_10Y | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | BREAKEVEN_INFLATION_5Y | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | BREAKEVEN_INFLATION_10Y | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | INFLATION_SWAP_OR_MARKET_EXPECTATION_1Y | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | TREASURY_10Y_2Y_SPREAD | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | TREASURY_10Y_3M_SPREAD | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | US_DOLLAR_INDEX | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | VIX | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | MOVE_INDEX | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | INVESTMENT_GRADE_OAS | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | HIGH_YIELD_OAS | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | FINANCIAL_CONDITIONS_INDEX | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | MONEY_MARKET_FUND_ASSETS | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | FED_BALANCE_SHEET_TOTAL_ASSETS | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | RESERVE_BALANCES_WITH_FEDERAL_RESERVE | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | TREASURY_GENERAL_ACCOUNT | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | REVERSE_REPO | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | M2_MONEY_STOCK | latest requested datapoint | not provided in source reports |
| 3. Rates Credit Liquidity Volatility Datapoints | MORTGAGE_30Y_FIXED_RATE | latest requested datapoint | not provided in source reports |
| 4. Commodity And Currency Datapoints | WTI_CRUDE | latest requested datapoint | not provided in source reports |
| 4. Commodity And Currency Datapoints | BRENT_CRUDE | latest requested datapoint | not provided in source reports |
| 4. Commodity And Currency Datapoints | NATURAL_GAS | latest requested datapoint | not provided in source reports |
| 4. Commodity And Currency Datapoints | GOLD | latest requested datapoint | not provided in source reports |
| 4. Commodity And Currency Datapoints | SILVER | latest requested datapoint | not provided in source reports |
| 4. Commodity And Currency Datapoints | COPPER | latest requested datapoint | not provided in source reports |
| 4. Commodity And Currency Datapoints | BROAD_COMMODITY_INDEX | latest requested datapoint | not provided in source reports |
| 4. Commodity And Currency Datapoints | US_DOLLAR_INDEX | latest requested datapoint | not provided in source reports |
| 4. Commodity And Currency Datapoints | EURUSD | latest requested datapoint | not provided in source reports |
| 4. Commodity And Currency Datapoints | USDJPY | latest requested datapoint | not provided in source reports |
| 4. Commodity And Currency Datapoints | BITCOIN | latest requested datapoint | not provided in source reports |
| 4. Commodity And Currency Datapoints | ETHEREUM | latest requested datapoint | not provided in source reports |
| 5. Broad Equity Market Datapoints | SP500_INDEX_LEVEL | latest requested datapoint | not provided in source reports |
| 5. Broad Equity Market Datapoints | NASDAQ_COMPOSITE_INDEX_LEVEL | latest requested datapoint | not provided in source reports |
| 5. Broad Equity Market Datapoints | RUSSELL_2000_INDEX_LEVEL | latest requested datapoint | not provided in source reports |
| 5. Broad Equity Market Datapoints | SP500_FORWARD_PE_OR_CAPE | latest requested datapoint | not provided in source reports |
| 5. Broad Equity Market Datapoints | SP500_EARNINGS_GROWTH_ESTIMATE | latest requested datapoint | not provided in source reports |
| 5. Broad Equity Market Datapoints | SP500_EARNINGS_REVISION_OR_BEAT_RATE | latest requested datapoint | not provided in source reports |
| 5. Broad Equity Market Datapoints | US_EQUITY_MARKET_BREADTH | latest requested datapoint | not provided in source reports |
| 5. Broad Equity Market Datapoints | EQUAL_WEIGHT_VS_CAP_WEIGHT_CONTEXT | latest requested datapoint | not provided in source reports |
| 5. Broad Equity Market Datapoints | EQUITY_PUT_CALL_RATIO | latest requested datapoint | not provided in source reports |
| 5. Broad Equity Market Datapoints | INVESTOR_SENTIMENT_SURVEY | latest requested datapoint | not provided in source reports |
| 5. Broad Equity Market Datapoints | US_EQUITY_FUND_FLOWS | latest requested datapoint | not provided in source reports |
| 5. Broad Equity Market Datapoints | ETF_FUND_FLOWS_EQUITY_BOND_CASH | latest requested datapoint | not provided in source reports |
| 5. Broad Equity Market Datapoints | MARGIN_DEBT_OR_LEVERAGE_DATAPOINT | latest requested datapoint | not provided in source reports |
| 5. Broad Equity Market Datapoints | IMPLIED_CORRELATION_OR_REALIZED_CORRELATION | latest requested datapoint | not provided in source reports |
| Section 6 | NEXT_PCE_RELEASE | Personal Income and Outlays, May 2026 | outside_window |
| Section 6 | NEXT_EMPLOYMENT_REPORT | Employment Situation, June 2026 | outside_window |
| Section 6 | NEXT_RETAIL_SALES_RELEASE | Advance Monthly Sales for Retail and Food Services, May 2026 | outside_window |
| Section 6 | NEXT_GDP_RELEASE | Q1 2026 GDP third estimate | outside_window |
| Section 6 | NEXT_ISM_MANUFACTURING_RELEASE | ISM Manufacturing PMI, June 2026 | outside_window |
| Section 6 | NEXT_ISM_SERVICES_RELEASE | ISM Services PMI, June 2026 | outside_window |
| Section 6 | NEXT_FOMC_DECISION | FOMC meeting | outside_window |
| Section 6 | NEXT_FOMC_MINUTES | FOMC minutes | outside_window |
| Section 6 | NEXT_BOJ_DECISION | Monetary Policy Meeting | outside_window |
| Section 6 | NEXT_BOE_DECISION | Monetary Policy Committee decision | outside_window |
| Section 6 | NEXT_PBOC_LPR_FIXING | Loan Prime Rate fixing | outside_window |
| Section 6 | NEXT_JOLTS_RELEASE | Job Openings and Labor Turnover Survey, May 2026 | outside_window |
| Section 6 | NEXT_DURABLE_GOODS_RELEASE | Durable Goods Manufacturers' Shipments, Inventories, and Orders, May 2026 advance | outside_window |
| Section 6 | NEXT_TRADE_BALANCE_RELEASE | U.S. International Trade in Goods and Services, May 2026 | outside_window |
| Section 6 | NEXT_INDUSTRIAL_PRODUCTION_RELEASE | Industrial Production and Capacity Utilization, May 2026 | outside_window |
| Section 6 | NEXT_CONSUMER_CONFIDENCE_RELEASE | Consumer Confidence Index, June 2026 | outside_window |
| Section 6 | NEXT_HOUSING_STARTS_RELEASE | New Residential Construction, May 2026 | outside_window |
| Section 6 | NEXT_EXISTING_HOME_SALES_RELEASE | Existing-Home Sales, May 2026 | outside_window |
| Section 6 | NEXT_NEW_HOME_SALES_RELEASE | New Residential Sales, May 2026 | outside_window |
| Section 6 | NEXT_MAJOR_INDEX_EARNINGS_UPDATE | major index earnings update | not_provided |

| section | row_or_event_id | asset_area | missing_or_limited_item | note |
|---|---|---|---|---|
| Section 2 | BROAD_US_EQUITIES_MARKET_BREADTH | broad US equities | latest broad market breadth datapoint | not provided in source reports |
| Section 2 | LARGE_GROWTH_CONTEXT | large-cap growth | latest large-growth style/valuations fact | not provided in source reports |
| Section 2 | LARGE_VALUE_CONTEXT | large-cap value | latest large-value style/valuations fact | not provided in source reports |
| Section 2 | DIVIDEND_CONTEXT | dividend equities | latest broad dividend-yield/payout/demand fact | not provided in source reports |
| Section 2 | LOW_VOLATILITY_CONTEXT | low-volatility equities | latest broad low-vol factor fact | not provided in source reports |
| Section 2 | MOMENTUM_CONTEXT | momentum equities | latest broad momentum factor/style-index fact | not provided in source reports |
| Section 2 | COMMUNICATION_SERVICES_CONTEXT | communication services | latest broad sector tale | not provided in source reports |
| Section 2 | HEALTHCARE_CONTEXT | healthcare | latest broad sector/policy/spending fact | not provided in source reports |
| Section 2 | REGIONAL_BANKS_CONTEXT | regional banks | latest broad regional banking fact | not provided in source reports |
| Section 2 | INTERMEDIATE_TREASURY_CONTEXT | intermediate Treasuries | latest intermediate-term Treasury yield/fact | not provided in source reports |
| Section 2 | AGGREGATE_BONDS_CONTEXT | aggregate bonds | latest aggregate bond-market yield/duration/fact | not provided in source reports |
| Section 2 | MUNICIPAL_BONDS_CONTEXT | municipal bonds | latest municipal bond yield/issuance/fund-flow fact | not provided in source reports |
| Section 2 | INVESTMENT_GRADE_CREDIT_CONTEXT | investment-grade credit | latest corporate credit spread/broad fact | not provided in source reports |
| Section 2 | HIGH_YIELD_CREDIT_CONTEXT | high-yield credit | latest high-yield spread/default/fund-flow fact | not provided in source reports |
| Section 2 | EMERGING_MARKET_BONDS_CONTEXT | emerging-market bonds | latest EM bond spread/yield/flow fact | not provided in source reports |
| Section 2 | INTERNATIONAL_BONDS_CONTEXT | international aggregate bonds | latest global bond yield/hedged yield or currency-hedged fact | not provided in source reports |
| Section 2 | DEVELOPED_EX_US_CONTEXT | developed ex-US equities | latest developed-market ex-US or MSCI fact | not provided in source reports |
| Section 2 | EMERGING_MARKETS_CONTEXT | emerging-market equities | latest emerging-market equity/GDP/flows/policy fact | not provided in source reports |
| Section 2 | EUROPE_CONTEXT | Europe equities | latest ECB/euro-area GDP/inflation/PMI/policy fact | not provided in source reports |
| Section 2 | JAPAN_CONTEXT | Japan equities | latest BOJ/Japan GDP/inflation/PMI/policy fact | not provided in source reports |
| Section 2 | CHINA_CONTEXT | China equities | latest China GDP/PMI/LPR/inflation/trade/policy fact | not provided in source reports |
| Section 2 | INDIA_CONTEXT | India equities | latest India GDP/CPI/RBI/PMI/policy fact | not provided in source reports |
| Section 2 | CANADA_CONTEXT | Canada equities | latest Bank of Canada/GDP/CPI/commodity/policy fact | not provided in source reports |
| Section 2 | UK_CONTEXT | UK equities | latest BOE/GDP/CPI/PMI/policy fact | not provided in source reports |
| Section 2 | AUSTRALIA_CONTEXT | Australia equities | latest RBA/GDP/CPI/commodity/policy fact | not provided in source reports |
| Section 2 | SOUTH_KOREA_CONTEXT | South Korea equities | latest Korea GDP/exports/CPI/BoK/semiconductor export/policy fact | not provided in source reports |
| Section 2 | TAIWAN_CONTEXT | Taiwan equities | latest Taiwan GDP/exports/inflation/central bank/Semicon export/policy fact | not provided in source reports |
| Section 2 | BRAZIL_CONTEXT | Brazil equities | latest Brazil GDP/inflation/central bank/commodity/policy fact | not provided in source reports |
| Section 2 | MEXICO_CONTEXT | Mexico equities | latest Mexico GDP/inflation/central bank/trade/policy fact | not provided in source reports |
| Section 2 | SOUTH_AFRICA_CONTEXT | South Africa equities | latest SA GDP/inflation/central bank/commodity/policy fact | not provided in source reports |
| Section 2 | GOLD_CONTEXT | gold | latest gold price/demand/central-bank purchases/forecast fact | not provided in source reports |
| Section 2 | SILVER_CONTEXT | silver | latest silver price/demand/supply/forecast fact | not provided in source reports |
| Section 2 | COPPER_CONTEXT | copper | latest copper price/inventory/demand/supply/forecast fact | not provided in source reports |
| Section 2 | AGRICULTURE_CONTEXT | agriculture | latest broad agriculture price/crop/WASDE/supply fact | not provided in source reports |
| Section 2 | BROAD_COMMODITIES_CONTEXT | broad commodities | latest broad commodity index or market fact | not provided in source reports |
| Section 2 | US_DOLLAR_CONTEXT | US dollar | latest DXY or broad dollar index/currency fact | not provided in source reports |
| Section 2 | EURO_CONTEXT | euro | latest ECB/EUR-USD/euro-area rate/currency fact | not provided in source reports |
| Section 2 | YEN_CONTEXT | yen | latest BOJ/USD-JPY/Japan rate/currency fact | not provided in source reports |
| Section 2 | BITCOIN_CONTEXT | bitcoin proxy | latest bitcoin price/ETF flow/regulatory/market fact | not provided in source reports |
| Section 2 | ETHEREUM_CONTEXT | ethereum proxy | latest ethereum price/ETF flow/regulatory/market fact | not provided in source reports |
| Section 2 | SEMICONDUCTORS_CONTEXT | semiconductors | latest global semiconductor sales/shipments/equipment/export fact | not provided in source reports |
| Section 2 | SOFTWARE_CONTEXT | software | latest broad software spending/revenue/sector fact | not provided in source reports |
| Section 2 | BROAD_AI_TECH_CONTEXT | broad AI technology | latest broad AI spending/investment/infrastructure/policy fact | not provided in source reports |
| Section 2 | AUTONOMOUS_ROBOTICS_CONTEXT | autonomous technology / robotics | latest robotics/automation/capital goods/policy fact | not provided in source reports |
| Section 2 | CYBERSECURITY_CONTEXT | cybersecurity | latest cybersecurity spending/incident/policy/sector fact | not provided in source reports |
| Section 2 | AI_INFRASTRUCTURE_CONTEXT | AI infrastructure | latest data-center/power demand/chips/cloud capex/policy fact | not provided in source reports |
| Section 2 | SOLAR_CONTEXT | solar | latest solar generation/installation/capacity/policy/forecast fact | not provided in source reports |
| Section 3 | NEXT_MAJOR_CENTRAL_BANK_EVENTS | cash and short-duration Treasuries; bonds and rates | not scheduled inside scoring window | not_scheduled_inside_window |
| Section 3 | NEXT_MAJOR_COUNTRY_GDP_RELEASES | broad US equities | not scheduled inside scoring window | not_scheduled_inside_window |
| Section 3 | NEXT_MAJOR_COUNTRY_PMI_RELEASES | broad US equities; industrials | not scheduled inside scoring window | not_scheduled_inside_window |
| Section 3 | NEXT_MAJOR_BROAD_INDEX_EARNINGS_MILESTONE | broad US equities | not scheduled inside scoring window | not_scheduled_inside_window |
| Section 3 | NEXT_MAJOR_SECTOR_POLICY_EVENTS | healthcare | not scheduled inside scoring window | not_scheduled_inside_window |
| Section 3 | NEXT_MAJOR_CRYPTO_REGULATORY_OR_ETF_EVENTS | bitcoin proxy; ethereum proxy | not scheduled inside scoring window | not_scheduled_inside_window |

## 11. Full-Universe Trailing Returns

# Full-Universe Trailing Returns

This table is mechanically calculated from Tiingo EOD adjusted close data. It is sorted in the option order from `options.yaml`, not by performance. CASH is shown as 0.00%.

- Source: tiingo_eod_adj_close; yahoo_chart_adjclose fallback for rows marked in CSV message
- As-of date requested: 2026-06-09
- Failed options: 0

| option_id | symbol | option_group | as_of_price_date | return_7d | return_30d | return_6m | return_1y | status |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| CASH |  | cash | 2026-06-09 | 0.00% | 0.00% | 0.00% | 0.00% | cash |
| SHORT_TREASURY | BIL | cash_and_short_duration | 2026-06-09 | 0.08% | 0.29% | 1.76% | 3.86% | pass |
| SP500 | SPY | us_broad_market | 2026-06-09 | -2.96% | -0.08% | 8.52% | 24.32% | pass |
| TOTAL_US_MARKET | VTI | us_broad_market | 2026-06-09 | -2.86% | 0.22% | 8.81% | 24.58% | pass |
| NASDAQ100 | QQQ | us_growth_and_technology | 2026-06-09 | -5.14% | -0.48% | 13.53% | 34.02% | pass |
| LARGE_GROWTH | IWF | us_style_factor | 2026-06-09 | -4.89% | -1.23% | 2.20% | 20.11% | pass |
| LARGE_VALUE | IWD | us_style_factor | 2026-06-09 | -0.48% | 1.83% | 15.14% | 27.01% | pass |
| MID_CAP | IJH | us_size_factor | 2026-06-09 | -0.65% | 1.00% | 13.76% | 23.64% | pass |
| SMALL_CAP | IWM | us_size_factor | 2026-06-09 | -2.28% | 0.30% | 13.96% | 35.03% | pass |
| SMALL_VALUE | IWN | us_style_factor | 2026-06-09 | -1.32% | 0.26% | 16.22% | 38.53% | pass |
| DIVIDEND | SCHD | us_factor_equity | 2026-06-09 | 0.06% | 2.44% | 20.17% | 26.23% | pass |
| LOW_VOL | SPLV | us_factor_equity | 2026-06-09 | 2.79% | 1.58% | 5.83% | 3.73% | pass |
| MOMENTUM | MTUM | us_factor_equity | 2026-06-09 | -4.42% | 3.26% | 23.37% | 35.73% | pass |
| TECHNOLOGY | XLK | us_sector | 2026-06-09 | -8.80% | 2.99% | 22.46% | 51.80% | pass |
| COMMUNICATIONS | XLC | us_sector | 2026-06-09 | -1.84% | -4.67% | -3.60% | 9.14% | pass |
| CONSUMER_DISCRETIONARY | XLY | us_sector | 2026-06-09 | -1.46% | -3.60% | -1.40% | 9.21% | pass |
| CONSUMER_STAPLES | XLP | us_sector | 2026-06-09 | 2.77% | -0.10% | 9.31% | 5.94% | pass |
| HEALTHCARE | XLV | us_sector | 2026-06-09 | 5.58% | 7.72% | 3.94% | 17.28% | pass |
| FINANCIALS | XLF | us_sector | 2026-06-09 | 1.94% | 2.38% | -0.69% | 4.45% | pass |
| INDUSTRIALS | XLI | us_sector | 2026-06-09 | 0.81% | 1.39% | 15.29% | 22.91% | pass |
| ENERGY | XLE | us_sector | 2026-06-09 | -0.98% | 3.03% | 27.48% | 41.76% | pass |
| MATERIALS | XLB | us_sector | 2026-06-09 | -1.46% | -1.59% | 18.14% | 17.15% | pass |
| UTILITIES | XLU | us_sector | 2026-06-09 | 0.18% | -1.65% | 4.37% | 12.14% | pass |
| REAL_ESTATE | XLRE | us_sector | 2026-06-09 | 3.40% | 1.26% | 13.01% | 11.16% | pass |
| INTERMEDIATE_TREASURY | IEF | bonds_and_rates | 2026-06-09 | -0.49% | -0.91% | -0.54% | 4.01% | pass |
| LONG_TREASURY | TLT | bonds_and_rates | 2026-06-09 | -0.62% | -0.73% | -1.03% | 4.17% | pass |
| TIPS | TIP | bonds_and_rates | 2026-06-09 | -0.59% | -0.73% | 1.28% | 4.85% | pass |
| INVESTMENT_GRADE_CREDIT | LQD | credit | 2026-06-09 | -0.47% | -0.35% | 0.39% | 5.75% | pass |
| HIGH_YIELD_CREDIT | HYG | credit | 2026-06-09 | -0.35% | -0.14% | 1.94% | 6.41% | pass |
| AGGREGATE_BONDS | AGG | bonds_and_rates | 2026-06-09 | -0.34% | -0.48% | 0.56% | 5.05% | pass |
| DEVELOPED_EX_US | VEA | international_equity | 2026-06-09 | -3.43% | -1.40% | 15.04% | 27.98% | pass |
| EMERGING_MARKETS | VWO | international_equity | 2026-06-09 | -4.48% | -3.45% | 10.14% | 23.65% | pass |
| EUROPE | VGK | international_equity | 2026-06-09 | -1.21% | -0.27% | 9.21% | 16.77% | pass |
| JAPAN | EWJ | international_equity | 2026-06-09 | -2.81% | -1.38% | 13.26% | 28.66% | pass |
| CHINA | MCHI | international_equity | 2026-06-09 | -5.05% | -6.89% | -10.41% | -0.02% | pass |
| INDIA | INDA | international_equity | 2026-06-09 | -1.02% | -4.61% | -10.76% | -13.94% | pass |
| GOLD | IAU | commodities | 2026-06-09 | -5.15% | -9.90% | 0.92% | 27.62% | pass |
| BROAD_COMMODITIES | PDBC | commodities | 2026-06-09 | -3.34% | -3.82% | 31.98% | 38.99% | pass |
| SEMICONDUCTORS | SMH | ai_and_technology | 2026-06-09 | -6.52% | 4.32% | 60.66% | 130.72% | pass |
| SOFTWARE | IGV | ai_and_technology | 2026-06-09 | -11.25% | 1.97% | -15.46% | -12.42% | pass |
| BROAD_AI_TECH | AIQ | ai_and_technology | 2026-06-09 | -9.95% | 1.36% | 22.34% | 51.04% | pass |
| AUTONOMOUS_ROBOTICS | ARKQ | ai_and_technology | 2026-06-09 | -9.15% | -4.45% | 12.30% | 55.10% | pass |
| CYBERSECURITY | CIBR | ai_and_technology | 2026-06-09 | -10.58% | 11.98% | 12.00% | 16.55% | pass |
| SOLAR | TAN | clean_energy | 2026-06-09 | -14.45% | -0.18% | 30.25% | 83.04% | pass |
| METALS_MINING | XME | commodities | 2026-06-09 | -12.60% | -4.01% | 16.93% | 78.40% | pass |
| EQUAL_WEIGHT_SP500 | RSP | us_broad_market | 2026-06-09 | -0.40% | 2.49% | 10.73% | 19.01% | pass |
| BIOTECH | XBI | healthcare_and_biotech | 2026-06-09 | 2.83% | -2.47% | 8.77% | 56.48% | pass |
| REGIONAL_BANKS | KRE | us_industry | 2026-06-09 | 2.44% | 1.99% | 11.25% | 25.27% | pass |
| AEROSPACE_DEFENSE | ITA | us_industry | 2026-06-09 | 0.93% | 3.11% | 13.80% | 26.85% | pass |
| CANADA | EWC | country_equity | 2026-06-09 | -2.40% | -0.10% | 10.32% | 30.11% | pass |
| UNITED_KINGDOM | EWU | country_equity | 2026-06-09 | -1.39% | -0.90% | 10.01% | 19.34% | pass |
| AUSTRALIA | EWA | country_equity | 2026-06-09 | -4.14% | -4.37% | 9.04% | 10.34% | pass |
| SOUTH_KOREA | EWY | country_equity | 2026-06-09 | -14.21% | -3.23% | 96.91% | 183.07% | pass |
| TAIWAN | EWT | country_equity | 2026-06-09 | -5.89% | 4.88% | 60.42% | 92.71% | pass |
| BRAZIL | EWZ | country_equity | 2026-06-09 | -5.20% | -13.29% | 7.23% | 29.48% | pass |
| MEXICO | EWW | country_equity | 2026-06-09 | -5.46% | -6.40% | 10.00% | 26.98% | pass |
| SOUTH_AFRICA | EZA | country_equity | 2026-06-09 | -5.05% | -9.22% | 2.60% | 27.60% | pass |
| MORTGAGE_BACKED_BONDS | MBB | bonds_and_rates | 2026-06-09 | -0.47% | -0.73% | 1.12% | 6.50% | pass |
| MUNICIPAL_BONDS | MUB | bonds_and_rates | 2026-06-09 | -0.06% | 0.30% | 1.84% | 6.81% | pass |
| EMERGING_MARKET_BONDS | EMB | credit | 2026-06-09 | -0.61% | -0.08% | 2.42% | 11.04% | pass |
| INTERNATIONAL_BONDS | BNDX | bonds_and_rates | 2026-06-09 | -0.44% | -0.08% | 0.55% | 1.78% | pass |
| SILVER | SLV | commodities | 2026-06-09 | -13.21% | -19.18% | 6.96% | 76.73% | pass |
| COPPER | CPER | commodities | 2026-06-09 | -4.93% | 0.86% | 18.22% | 25.81% | pass |
| AGRICULTURE | DBA | commodities | 2026-06-09 | -3.10% | -6.04% | 3.14% | -0.59% | pass |
| OIL | USO | commodities | 2026-06-09 | -4.35% | -1.71% | 87.95% | 82.23% | pass |
| US_DOLLAR | UUP | currencies | 2026-06-09 | 0.90% | 2.45% | 2.86% | 5.83% | pass |
| EURO | FXE | currencies | 2026-06-09 | -0.68% | -1.95% | -0.33% | 1.78% | pass |
| YEN | FXY | currencies | 2026-06-09 | -0.35% | -2.34% | -2.37% | -10.24% | pass |
| BITCOIN_ETF | IBIT | crypto_proxies | 2026-06-09 | -7.65% | -22.68% | -33.51% | -43.11% | pass |
| ETHEREUM_ETF | ETHA | crypto_proxies | 2026-06-09 | -13.21% | -28.60% | -50.42% | -36.20% | pass |

## 12. Final Neutrality Statement

This briefing provides fixed factual datapoints only. It does not rank, recommend, analyze, or map facts to CapitalBench options. Missing rows are preserved for comparability; inclusion, order, grouping, and row count are not evidence of expected return.

Full-Universe Trailing Returns market_data/universe_trailing_returns.md

This table is mechanically calculated from Tiingo EOD adjusted close data. It is sorted in the option order from `options.yaml`, not by performance. CASH is shown as 0.00%.

- Source: tiingo_eod_adj_close; yahoo_chart_adjclose fallback for rows marked in CSV message
- As-of date requested: 2026-06-09
- Failed options: 0

| option_id | symbol | option_group | as_of_price_date | return_7d | return_30d | return_6m | return_1y | status |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| CASH |  | cash | 2026-06-09 | 0.00% | 0.00% | 0.00% | 0.00% | cash |
| SHORT_TREASURY | BIL | cash_and_short_duration | 2026-06-09 | 0.08% | 0.29% | 1.76% | 3.86% | pass |
| SP500 | SPY | us_broad_market | 2026-06-09 | -2.96% | -0.08% | 8.52% | 24.32% | pass |
| TOTAL_US_MARKET | VTI | us_broad_market | 2026-06-09 | -2.86% | 0.22% | 8.81% | 24.58% | pass |
| NASDAQ100 | QQQ | us_growth_and_technology | 2026-06-09 | -5.14% | -0.48% | 13.53% | 34.02% | pass |
| LARGE_GROWTH | IWF | us_style_factor | 2026-06-09 | -4.89% | -1.23% | 2.20% | 20.11% | pass |
| LARGE_VALUE | IWD | us_style_factor | 2026-06-09 | -0.48% | 1.83% | 15.14% | 27.01% | pass |
| MID_CAP | IJH | us_size_factor | 2026-06-09 | -0.65% | 1.00% | 13.76% | 23.64% | pass |
| SMALL_CAP | IWM | us_size_factor | 2026-06-09 | -2.28% | 0.30% | 13.96% | 35.03% | pass |
| SMALL_VALUE | IWN | us_style_factor | 2026-06-09 | -1.32% | 0.26% | 16.22% | 38.53% | pass |
| DIVIDEND | SCHD | us_factor_equity | 2026-06-09 | 0.06% | 2.44% | 20.17% | 26.23% | pass |
| LOW_VOL | SPLV | us_factor_equity | 2026-06-09 | 2.79% | 1.58% | 5.83% | 3.73% | pass |
| MOMENTUM | MTUM | us_factor_equity | 2026-06-09 | -4.42% | 3.26% | 23.37% | 35.73% | pass |
| TECHNOLOGY | XLK | us_sector | 2026-06-09 | -8.80% | 2.99% | 22.46% | 51.80% | pass |
| COMMUNICATIONS | XLC | us_sector | 2026-06-09 | -1.84% | -4.67% | -3.60% | 9.14% | pass |
| CONSUMER_DISCRETIONARY | XLY | us_sector | 2026-06-09 | -1.46% | -3.60% | -1.40% | 9.21% | pass |
| CONSUMER_STAPLES | XLP | us_sector | 2026-06-09 | 2.77% | -0.10% | 9.31% | 5.94% | pass |
| HEALTHCARE | XLV | us_sector | 2026-06-09 | 5.58% | 7.72% | 3.94% | 17.28% | pass |
| FINANCIALS | XLF | us_sector | 2026-06-09 | 1.94% | 2.38% | -0.69% | 4.45% | pass |
| INDUSTRIALS | XLI | us_sector | 2026-06-09 | 0.81% | 1.39% | 15.29% | 22.91% | pass |
| ENERGY | XLE | us_sector | 2026-06-09 | -0.98% | 3.03% | 27.48% | 41.76% | pass |
| MATERIALS | XLB | us_sector | 2026-06-09 | -1.46% | -1.59% | 18.14% | 17.15% | pass |
| UTILITIES | XLU | us_sector | 2026-06-09 | 0.18% | -1.65% | 4.37% | 12.14% | pass |
| REAL_ESTATE | XLRE | us_sector | 2026-06-09 | 3.40% | 1.26% | 13.01% | 11.16% | pass |
| INTERMEDIATE_TREASURY | IEF | bonds_and_rates | 2026-06-09 | -0.49% | -0.91% | -0.54% | 4.01% | pass |
| LONG_TREASURY | TLT | bonds_and_rates | 2026-06-09 | -0.62% | -0.73% | -1.03% | 4.17% | pass |
| TIPS | TIP | bonds_and_rates | 2026-06-09 | -0.59% | -0.73% | 1.28% | 4.85% | pass |
| INVESTMENT_GRADE_CREDIT | LQD | credit | 2026-06-09 | -0.47% | -0.35% | 0.39% | 5.75% | pass |
| HIGH_YIELD_CREDIT | HYG | credit | 2026-06-09 | -0.35% | -0.14% | 1.94% | 6.41% | pass |
| AGGREGATE_BONDS | AGG | bonds_and_rates | 2026-06-09 | -0.34% | -0.48% | 0.56% | 5.05% | pass |
| DEVELOPED_EX_US | VEA | international_equity | 2026-06-09 | -3.43% | -1.40% | 15.04% | 27.98% | pass |
| EMERGING_MARKETS | VWO | international_equity | 2026-06-09 | -4.48% | -3.45% | 10.14% | 23.65% | pass |
| EUROPE | VGK | international_equity | 2026-06-09 | -1.21% | -0.27% | 9.21% | 16.77% | pass |
| JAPAN | EWJ | international_equity | 2026-06-09 | -2.81% | -1.38% | 13.26% | 28.66% | pass |
| CHINA | MCHI | international_equity | 2026-06-09 | -5.05% | -6.89% | -10.41% | -0.02% | pass |
| INDIA | INDA | international_equity | 2026-06-09 | -1.02% | -4.61% | -10.76% | -13.94% | pass |
| GOLD | IAU | commodities | 2026-06-09 | -5.15% | -9.90% | 0.92% | 27.62% | pass |
| BROAD_COMMODITIES | PDBC | commodities | 2026-06-09 | -3.34% | -3.82% | 31.98% | 38.99% | pass |
| SEMICONDUCTORS | SMH | ai_and_technology | 2026-06-09 | -6.52% | 4.32% | 60.66% | 130.72% | pass |
| SOFTWARE | IGV | ai_and_technology | 2026-06-09 | -11.25% | 1.97% | -15.46% | -12.42% | pass |
| BROAD_AI_TECH | AIQ | ai_and_technology | 2026-06-09 | -9.95% | 1.36% | 22.34% | 51.04% | pass |
| AUTONOMOUS_ROBOTICS | ARKQ | ai_and_technology | 2026-06-09 | -9.15% | -4.45% | 12.30% | 55.10% | pass |
| CYBERSECURITY | CIBR | ai_and_technology | 2026-06-09 | -10.58% | 11.98% | 12.00% | 16.55% | pass |
| SOLAR | TAN | clean_energy | 2026-06-09 | -14.45% | -0.18% | 30.25% | 83.04% | pass |
| METALS_MINING | XME | commodities | 2026-06-09 | -12.60% | -4.01% | 16.93% | 78.40% | pass |
| EQUAL_WEIGHT_SP500 | RSP | us_broad_market | 2026-06-09 | -0.40% | 2.49% | 10.73% | 19.01% | pass |
| BIOTECH | XBI | healthcare_and_biotech | 2026-06-09 | 2.83% | -2.47% | 8.77% | 56.48% | pass |
| REGIONAL_BANKS | KRE | us_industry | 2026-06-09 | 2.44% | 1.99% | 11.25% | 25.27% | pass |
| AEROSPACE_DEFENSE | ITA | us_industry | 2026-06-09 | 0.93% | 3.11% | 13.80% | 26.85% | pass |
| CANADA | EWC | country_equity | 2026-06-09 | -2.40% | -0.10% | 10.32% | 30.11% | pass |
| UNITED_KINGDOM | EWU | country_equity | 2026-06-09 | -1.39% | -0.90% | 10.01% | 19.34% | pass |
| AUSTRALIA | EWA | country_equity | 2026-06-09 | -4.14% | -4.37% | 9.04% | 10.34% | pass |
| SOUTH_KOREA | EWY | country_equity | 2026-06-09 | -14.21% | -3.23% | 96.91% | 183.07% | pass |
| TAIWAN | EWT | country_equity | 2026-06-09 | -5.89% | 4.88% | 60.42% | 92.71% | pass |
| BRAZIL | EWZ | country_equity | 2026-06-09 | -5.20% | -13.29% | 7.23% | 29.48% | pass |
| MEXICO | EWW | country_equity | 2026-06-09 | -5.46% | -6.40% | 10.00% | 26.98% | pass |
| SOUTH_AFRICA | EZA | country_equity | 2026-06-09 | -5.05% | -9.22% | 2.60% | 27.60% | pass |
| MORTGAGE_BACKED_BONDS | MBB | bonds_and_rates | 2026-06-09 | -0.47% | -0.73% | 1.12% | 6.50% | pass |
| MUNICIPAL_BONDS | MUB | bonds_and_rates | 2026-06-09 | -0.06% | 0.30% | 1.84% | 6.81% | pass |
| EMERGING_MARKET_BONDS | EMB | credit | 2026-06-09 | -0.61% | -0.08% | 2.42% | 11.04% | pass |
| INTERNATIONAL_BONDS | BNDX | bonds_and_rates | 2026-06-09 | -0.44% | -0.08% | 0.55% | 1.78% | pass |
| SILVER | SLV | commodities | 2026-06-09 | -13.21% | -19.18% | 6.96% | 76.73% | pass |
| COPPER | CPER | commodities | 2026-06-09 | -4.93% | 0.86% | 18.22% | 25.81% | pass |
| AGRICULTURE | DBA | commodities | 2026-06-09 | -3.10% | -6.04% | 3.14% | -0.59% | pass |
| OIL | USO | commodities | 2026-06-09 | -4.35% | -1.71% | 87.95% | 82.23% | pass |
| US_DOLLAR | UUP | currencies | 2026-06-09 | 0.90% | 2.45% | 2.86% | 5.83% | pass |
| EURO | FXE | currencies | 2026-06-09 | -0.68% | -1.95% | -0.33% | 1.78% | pass |
| YEN | FXY | currencies | 2026-06-09 | -0.35% | -2.34% | -2.37% | -10.24% | pass |
| BITCOIN_ETF | IBIT | crypto_proxies | 2026-06-09 | -7.65% | -22.68% | -33.51% | -43.11% | pass |
| ETHEREUM_ETF | ETHA | crypto_proxies | 2026-06-09 | -13.21% | -28.60% | -50.42% | -36.20% | pass |

Rendered Options In Prompt options.yaml rendered for model prompt

Allowed option:
ID: CASH
Name: Cash / Do Not Invest
Symbol: N/A
Asset class: cash
Category: cash
Group: cash
Risk bucket: cash
Description: Cash position with no market exposure. Return is treated as 0 unless a round explicitly defines a cash yield proxy.

Allowed option:
ID: SHORT_TREASURY
Name: Short-Term Treasury Bills
Symbol: BIL
Asset class: cash_like
Category: treasury_bills
Group: cash_and_short_duration
Risk bucket: low
Description: Short-term US Treasury bill exposure. Typically used as a cash-like proxy with low duration risk.

Allowed option:
ID: SP500
Name: S&P 500
Symbol: SPY
Asset class: equity
Category: broad_us_equity
Group: us_broad_market
Risk bucket: medium
Description: Broad US large-cap equity exposure. Represents large publicly traded US companies across multiple sectors.

Allowed option:
ID: TOTAL_US_MARKET
Name: Total US Stock Market
Symbol: VTI
Asset class: equity
Category: broad_us_equity
Group: us_broad_market
Risk bucket: medium
Description: Broad exposure to the total US equity market, including large-, mid-, and small-cap companies. Useful as a diversified US equity proxy.

Allowed option:
ID: NASDAQ100
Name: Nasdaq 100
Symbol: QQQ
Asset class: equity
Category: growth_equity
Group: us_growth_and_technology
Risk bucket: high
Description: Large-cap, growth-oriented US equity exposure with heavy weights in technology and communication services. Sensitive to mega-cap earnings, rates, and growth-stock sentiment.

Allowed option:
ID: LARGE_GROWTH
Name: US Large-Cap Growth
Symbol: IWF
Asset class: equity
Category: style_factor
Group: us_style_factor
Risk bucket: high
Description: US large-cap growth stock exposure. Often tilted toward companies with higher expected growth, higher valuations, and greater sensitivity to interest rates.

Allowed option:
ID: LARGE_VALUE
Name: US Large-Cap Value
Symbol: IWD
Asset class: equity
Category: style_factor
Group: us_style_factor
Risk bucket: medium
Description: US large-cap value stock exposure. Often tilted toward companies with lower valuation multiples, dividends, financials, energy, and cyclical sectors.

Allowed option:
ID: MID_CAP
Name: US Mid-Cap Stocks
Symbol: IJH
Asset class: equity
Category: size_factor
Group: us_size_factor
Risk bucket: high
Description: US mid-cap equity exposure. Represents companies between large caps and small caps, with sensitivity to domestic growth, financing conditions, and risk appetite.

Allowed option:
ID: SMALL_CAP
Name: US Small-Cap Stocks
Symbol: IWM
Asset class: equity
Category: size_factor
Group: us_size_factor
Risk bucket: high
Description: US small-cap equity exposure. Often more sensitive to domestic economic growth, credit conditions, rates, and market risk appetite.

Allowed option:
ID: SMALL_VALUE
Name: US Small-Cap Value
Symbol: IWN
Asset class: equity
Category: style_and_size_factor
Group: us_style_factor
Risk bucket: high
Description: US small-cap value equity exposure. Combines smaller company exposure with value-oriented characteristics.

Allowed option:
ID: DIVIDEND
Name: US Dividend Equities
Symbol: SCHD
Asset class: equity
Category: dividend_equity
Group: us_factor_equity
Risk bucket: medium
Description: US dividend-oriented equity exposure. Often tilted toward profitable, mature companies with dividend histories.

Allowed option:
ID: LOW_VOL
Name: US Low Volatility Equities
Symbol: SPLV
Asset class: equity
Category: low_volatility_factor
Group: us_factor_equity
Risk bucket: medium
Description: US equity exposure focused on historically lower-volatility stocks. Often used as a defensive equity factor proxy.

Allowed option:
ID: MOMENTUM
Name: US Momentum Equities
Symbol: MTUM
Asset class: equity
Category: momentum_factor
Group: us_factor_equity
Risk bucket: high
Description: US equity exposure tilted toward stocks with stronger recent price momentum. Sensitive to trend persistence and factor rotations.

Allowed option:
ID: TECHNOLOGY
Name: Technology Sector
Symbol: XLK
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: high
Description: US technology sector exposure within large-cap equities. Includes software, hardware, semiconductors, and technology services companies.

Allowed option:
ID: COMMUNICATIONS
Name: Communication Services Sector
Symbol: XLC
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: high
Description: US communication services sector exposure. Includes large internet platforms, media, telecom, and entertainment companies.

Allowed option:
ID: CONSUMER_DISCRETIONARY
Name: Consumer Discretionary Sector
Symbol: XLY
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: high
Description: US consumer discretionary sector exposure. Sensitive to consumer spending, employment, credit conditions, and household confidence.

Allowed option:
ID: CONSUMER_STAPLES
Name: Consumer Staples Sector
Symbol: XLP
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: medium
Description: US consumer staples sector exposure. Includes companies selling essential consumer products and is often considered a defensive equity sector.

Allowed option:
ID: HEALTHCARE
Name: Healthcare Sector
Symbol: XLV
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: medium
Description: US healthcare sector exposure. Includes pharmaceuticals, biotechnology, medical devices, healthcare services, and insurers.

Allowed option:
ID: FINANCIALS
Name: Financials Sector
Symbol: XLF
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: high
Description: US financial sector exposure. Includes banks, insurers, capital markets firms, and financial services companies.

Allowed option:
ID: INDUSTRIALS
Name: Industrials Sector
Symbol: XLI
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: medium
Description: US industrial sector exposure. Includes aerospace, machinery, transportation, logistics, and industrial services companies.

Allowed option:
ID: ENERGY
Name: Energy Sector
Symbol: XLE
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: high
Description: US energy sector exposure. Sensitive to oil and gas prices, production trends, geopolitics, and capital discipline.

Allowed option:
ID: MATERIALS
Name: Materials Sector
Symbol: XLB
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: medium
Description: US materials sector exposure. Includes chemicals, metals, mining, packaging, and construction materials companies.

Allowed option:
ID: UTILITIES
Name: Utilities Sector
Symbol: XLU
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: medium
Description: US utilities sector exposure. Often sensitive to interest rates, electricity demand, regulation, and defensive equity flows.

Allowed option:
ID: REAL_ESTATE
Name: Real Estate Sector
Symbol: XLRE
Asset class: equity
Category: us_sector
Group: us_sector
Risk bucket: high
Description: US listed real estate equity exposure. Sensitive to interest rates, property fundamentals, credit conditions, and real estate valuations.

Allowed option:
ID: INTERMEDIATE_TREASURY
Name: Intermediate-Term US Treasury Bonds
Symbol: IEF
Asset class: bond
Category: treasury_duration
Group: bonds_and_rates
Risk bucket: medium
Description: Intermediate-duration US Treasury bond exposure. Sensitive to changes in interest rates, inflation expectations, and growth expectations.

Allowed option:
ID: LONG_TREASURY
Name: Long-Term US Treasury Bonds
Symbol: TLT
Asset class: bond
Category: treasury_duration
Group: bonds_and_rates
Risk bucket: high
Description: Long-duration US Treasury bond exposure. More sensitive to interest-rate changes than shorter-duration bond funds.

Allowed option:
ID: TIPS
Name: Treasury Inflation-Protected Securities
Symbol: TIP
Asset class: bond
Category: inflation_linked_bonds
Group: bonds_and_rates
Risk bucket: medium
Description: US Treasury inflation-protected bond exposure. Sensitive to real interest rates and inflation expectations.

Allowed option:
ID: INVESTMENT_GRADE_CREDIT
Name: Investment Grade Corporate Bonds
Symbol: LQD
Asset class: bond
Category: corporate_credit
Group: credit
Risk bucket: medium
Description: US investment-grade corporate bond exposure. Sensitive to interest rates, credit spreads, and corporate balance-sheet conditions.

Allowed option:
ID: HIGH_YIELD_CREDIT
Name: High Yield Corporate Bonds
Symbol: HYG
Asset class: bond
Category: corporate_credit
Group: credit
Risk bucket: high
Description: US high-yield corporate bond exposure. Sensitive to credit spreads, default expectations, liquidity, and risk appetite.

Allowed option:
ID: AGGREGATE_BONDS
Name: US Aggregate Bond Market
Symbol: AGG
Asset class: bond
Category: aggregate_bonds
Group: bonds_and_rates
Risk bucket: medium
Description: Broad US investment-grade bond market exposure. Includes Treasuries, agency securities, mortgage-backed securities, and corporate bonds.

Allowed option:
ID: DEVELOPED_EX_US
Name: Developed Markets ex-US
Symbol: VEA
Asset class: equity
Category: international_equity
Group: international_equity
Risk bucket: high
Description: Developed-market equity exposure outside the United States. Includes regions such as Europe, Japan, Canada, and developed Asia-Pacific markets.

Allowed option:
ID: EMERGING_MARKETS
Name: Emerging Markets
Symbol: VWO
Asset class: equity
Category: international_equity
Group: international_equity
Risk bucket: very_high
Description: Emerging-market equity exposure. Sensitive to global growth, currency moves, capital flows, commodity cycles, and country-specific policy risk.

Allowed option:
ID: EUROPE
Name: Europe Equities
Symbol: VGK
Asset class: equity
Category: regional_equity
Group: international_equity
Risk bucket: high
Description: European equity exposure. Sensitive to European growth, monetary policy, currency trends, energy costs, and regional earnings.

Allowed option:
ID: JAPAN
Name: Japan Equities
Symbol: EWJ
Asset class: equity
Category: regional_equity
Group: international_equity
Risk bucket: high
Description: Japanese equity exposure. Sensitive to Japanese corporate earnings, yen movements, monetary policy, and global trade conditions.

Allowed option:
ID: CHINA
Name: China Equities
Symbol: MCHI
Asset class: equity
Category: regional_equity
Group: international_equity
Risk bucket: very_high
Description: China equity exposure through publicly traded Chinese companies. Sensitive to Chinese growth, policy actions, currency moves, and geopolitical risk.

Allowed option:
ID: INDIA
Name: India Equities
Symbol: INDA
Asset class: equity
Category: regional_equity
Group: international_equity
Risk bucket: very_high
Description: Indian equity exposure. Sensitive to Indian economic growth, currency moves, domestic policy, valuations, and foreign capital flows.

Allowed option:
ID: GOLD
Name: Gold
Symbol: IAU
Asset class: commodity
Category: precious_metals
Group: commodities
Risk bucket: medium
Description: Gold exposure through a listed gold trust. Sensitive to real interest rates, US dollar strength, inflation expectations, and safe-haven demand.

Allowed option:
ID: BROAD_COMMODITIES
Name: Broad Commodities
Symbol: PDBC
Asset class: commodity
Category: broad_commodities
Group: commodities
Risk bucket: high
Description: Broad commodity exposure through a diversified commodity strategy ETF. Sensitive to energy, metals, agriculture, inflation expectations, and global demand.

Allowed option:
ID: SEMICONDUCTORS
Name: Semiconductors
Symbol: SMH
Asset class: equity
Category: thematic_equity
Group: ai_and_technology
Risk bucket: very_high
Description: Semiconductor equity exposure. Includes companies involved in chip design, manufacturing, equipment, and related supply chains.

Allowed option:
ID: SOFTWARE
Name: Software
Symbol: IGV
Asset class: equity
Category: thematic_equity
Group: ai_and_technology
Risk bucket: high
Description: Software equity exposure. Includes companies in application software, infrastructure software, and related technology services.

Allowed option:
ID: BROAD_AI_TECH
Name: Broad AI Technology
Symbol: AIQ
Asset class: equity
Category: thematic_equity
Group: ai_and_technology
Risk bucket: very_high
Description: Broad artificial intelligence and technology equity exposure. Includes companies associated with AI applications, infrastructure, data, and related technology services.

Allowed option:
ID: AUTONOMOUS_ROBOTICS
Name: Autonomous Technology and Robotics
Symbol: ARKQ
Asset class: equity
Category: thematic_equity
Group: ai_and_technology
Risk bucket: very_high
Description: Autonomous technology and robotics equity exposure. Includes companies associated with automation, robotics, autonomous transport, energy storage, and related technology platforms.

Allowed option:
ID: CYBERSECURITY
Name: Cybersecurity
Symbol: CIBR
Asset class: equity
Category: thematic_equity
Group: ai_and_technology
Risk bucket: high
Description: Cybersecurity equity exposure. Includes companies providing network security, identity, endpoint, cloud security, and related cybersecurity products and services.

Allowed option:
ID: SOLAR
Name: Solar Energy
Symbol: TAN
Asset class: equity
Category: thematic_equity
Group: clean_energy
Risk bucket: very_high
Description: Solar energy equity exposure. Includes companies associated with solar power equipment, development, installation, and related clean-energy supply chains.

Allowed option:
ID: METALS_MINING
Name: Metals and Mining
Symbol: XME
Asset class: equity
Category: commodity_equity
Group: commodities
Risk bucket: very_high
Description: Metals and mining equity exposure. Includes companies involved in steel, aluminum, precious metals, coal, copper, and diversified mining industries.

Allowed option:
ID: EQUAL_WEIGHT_SP500
Name: Equal-Weight S&P 500
Symbol: RSP
Asset class: equity
Category: broad_us_equity
Group: us_broad_market
Risk bucket: medium
Description: Equal-weight US large-cap equity exposure. Reduces concentration in the largest S&P 500 constituents compared with market-cap weighting.

Allowed option:
ID: BIOTECH
Name: Biotechnology
Symbol: XBI
Asset class: equity
Category: industry_equity
Group: healthcare_and_biotech
Risk bucket: very_high
Description: US biotechnology equity exposure. Sensitive to clinical data, financing conditions, regulation, mergers, and risk appetite.

Allowed option:
ID: REGIONAL_BANKS
Name: Regional Banks
Symbol: KRE
Asset class: equity
Category: industry_equity
Group: us_industry
Risk bucket: very_high
Description: US regional bank equity exposure. Sensitive to deposit trends, credit quality, yield curves, regulation, and commercial real estate conditions.

Allowed option:
ID: AEROSPACE_DEFENSE
Name: Aerospace and Defense
Symbol: ITA
Asset class: equity
Category: industry_equity
Group: us_industry
Risk bucket: high
Description: US aerospace and defense equity exposure. Sensitive to defense budgets, aircraft demand, supply chains, and geopolitical risk.

Allowed option:
ID: CANADA
Name: Canada Equities
Symbol: EWC
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: high
Description: Canadian equity exposure through US-listed shares. Sensitive to financials, energy, materials, domestic growth, and Canadian dollar conditions.

Allowed option:
ID: UNITED_KINGDOM
Name: United Kingdom Equities
Symbol: EWU
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: high
Description: United Kingdom equity exposure through US-listed shares. Sensitive to sterling, UK growth, global financials, energy, and dividend-oriented sectors.

Allowed option:
ID: AUSTRALIA
Name: Australia Equities
Symbol: EWA
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: high
Description: Australian equity exposure through US-listed shares. Sensitive to banks, materials, commodity demand, China-linked growth, and Australian dollar conditions.

Allowed option:
ID: SOUTH_KOREA
Name: South Korea Equities
Symbol: EWY
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: very_high
Description: South Korean equity exposure through US-listed shares. Sensitive to semiconductors, exports, won movements, global trade, and regional geopolitics.

Allowed option:
ID: TAIWAN
Name: Taiwan Equities
Symbol: EWT
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: very_high
Description: Taiwan equity exposure through US-listed shares. Sensitive to semiconductor supply chains, global electronics demand, currency movements, and geopolitical risk.

Allowed option:
ID: BRAZIL
Name: Brazil Equities
Symbol: EWZ
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: very_high
Description: Brazilian equity exposure through US-listed shares. Sensitive to commodities, rates, fiscal policy, currency moves, and emerging-market capital flows.

Allowed option:
ID: MEXICO
Name: Mexico Equities
Symbol: EWW
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: high
Description: Mexican equity exposure through US-listed shares. Sensitive to domestic growth, currency moves, trade links, remittances, and nearshoring activity.

Allowed option:
ID: SOUTH_AFRICA
Name: South Africa Equities
Symbol: EZA
Asset class: equity
Category: country_equity
Group: country_equity
Risk bucket: very_high
Description: South African equity exposure through US-listed shares. Sensitive to resources, domestic policy, currency moves, power availability, and emerging-market flows.

Allowed option:
ID: MORTGAGE_BACKED_BONDS
Name: Agency Mortgage-Backed Bonds
Symbol: MBB
Asset class: bond
Category: securitized_bonds
Group: bonds_and_rates
Risk bucket: medium
Description: US agency mortgage-backed securities exposure. Sensitive to interest rates, prepayment behavior, mortgage spreads, and housing finance conditions.

Allowed option:
ID: MUNICIPAL_BONDS
Name: Municipal Bonds
Symbol: MUB
Asset class: bond
Category: municipal_bonds
Group: bonds_and_rates
Risk bucket: low
Description: US municipal bond exposure. Sensitive to rates, state and local credit conditions, fund flows, and tax-exempt fixed-income demand.

Allowed option:
ID: EMERGING_MARKET_BONDS
Name: Emerging Market USD Bonds
Symbol: EMB
Asset class: bond
Category: emerging_market_debt
Group: credit
Risk bucket: high
Description: US dollar emerging-market bond exposure. Sensitive to sovereign spreads, US rates, currency stress, commodity cycles, and global risk appetite.

Allowed option:
ID: INTERNATIONAL_BONDS
Name: International Aggregate Bonds
Symbol: BNDX
Asset class: bond
Category: international_bonds
Group: bonds_and_rates
Risk bucket: medium
Description: International investment-grade bond exposure. Sensitive to global rates, currency hedging, regional credit conditions, and non-US monetary policy.

Allowed option:
ID: SILVER
Name: Silver
Symbol: SLV
Asset class: commodity
Category: precious_metals
Group: commodities
Risk bucket: high
Description: Silver exposure through a listed trust. Sensitive to precious-metals demand, industrial usage, real rates, US dollar moves, and inflation expectations.

Allowed option:
ID: COPPER
Name: Copper
Symbol: CPER
Asset class: commodity
Category: industrial_metals
Group: commodities
Risk bucket: high
Description: Copper exposure through an exchange-traded product. Sensitive to industrial demand, China-linked growth, supply conditions, inventories, and electrification themes.

Allowed option:
ID: AGRICULTURE
Name: Agriculture Commodities
Symbol: DBA
Asset class: commodity
Category: agriculture
Group: commodities
Risk bucket: high
Description: Agricultural commodity exposure through a diversified exchange-traded product. Sensitive to weather, crop conditions, global demand, inventories, and currency moves.

Allowed option:
ID: OIL
Name: Crude Oil
Symbol: USO
Asset class: commodity
Category: energy_commodities
Group: commodities
Risk bucket: very_high
Description: Crude oil exposure through an exchange-traded product. Sensitive to supply, demand, inventories, OPEC policy, geopolitical risk, and futures-curve structure.

Allowed option:
ID: US_DOLLAR
Name: US Dollar
Symbol: UUP
Asset class: currency
Category: currency
Group: currencies
Risk bucket: medium
Description: US dollar currency exposure through an exchange-traded product. Sensitive to relative rates, global risk appetite, trade balances, and reserve-currency demand.

Allowed option:
ID: EURO
Name: Euro
Symbol: FXE
Asset class: currency
Category: currency
Group: currencies
Risk bucket: medium
Description: Euro currency exposure through an exchange-traded product. Sensitive to European rates, growth, fiscal policy, energy conditions, and US dollar movements.

Allowed option:
ID: YEN
Name: Japanese Yen
Symbol: FXY
Asset class: currency
Category: currency
Group: currencies
Risk bucket: high
Description: Japanese yen currency exposure through an exchange-traded product. Sensitive to Japanese monetary policy, rate differentials, carry trades, and safe-haven demand.

Allowed option:
ID: BITCOIN_ETF
Name: Bitcoin ETF
Symbol: IBIT
Asset class: crypto_proxy
Category: crypto_asset
Group: crypto_proxies
Risk bucket: very_high
Description: Bitcoin exposure through a US-listed spot bitcoin exchange-traded product. Sensitive to digital-asset flows, regulation, liquidity, rates, and risk appetite.

Allowed option:
ID: ETHEREUM_ETF
Name: Ethereum ETF
Symbol: ETHA
Asset class: crypto_proxy
Category: crypto_asset
Group: crypto_proxies
Risk bucket: very_high
Description: Ethereum exposure through a US-listed spot Ethereum exchange-traded product. Sensitive to digital-asset flows, network activity, regulation, liquidity, and risk appetite.

Source Options YAML options.yaml

options:
  - id: CASH
    name: Cash / Do Not Invest
    symbol: null
    tiingo_symbol: null
    asset_class: cash
    category: cash
    option_group: cash
    risk_bucket: cash
    currency: USD
    is_cash: true
    include_in_universe: true
    exposure_description: "Cash position with no market exposure. Return is treated as 0 unless a round explicitly defines a cash yield proxy."

  - id: SHORT_TREASURY
    name: Short-Term Treasury Bills
    symbol: BIL
    tiingo_symbol: BIL
    asset_class: cash_like
    category: treasury_bills
    option_group: cash_and_short_duration
    risk_bucket: low
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Short-term US Treasury bill exposure. Typically used as a cash-like proxy with low duration risk."

  - id: SP500
    name: S&P 500
    symbol: SPY
    tiingo_symbol: SPY
    asset_class: equity
    category: broad_us_equity
    option_group: us_broad_market
    risk_bucket: medium
    currency: USD
    is_cash: false
    is_benchmark: true
    include_in_universe: true
    exposure_description: "Broad US large-cap equity exposure. Represents large publicly traded US companies across multiple sectors."

  - id: TOTAL_US_MARKET
    name: Total US Stock Market
    symbol: VTI
    tiingo_symbol: VTI
    asset_class: equity
    category: broad_us_equity
    option_group: us_broad_market
    risk_bucket: medium
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Broad exposure to the total US equity market, including large-, mid-, and small-cap companies. Useful as a diversified US equity proxy."

  - id: NASDAQ100
    name: Nasdaq 100
    symbol: QQQ
    tiingo_symbol: QQQ
    asset_class: equity
    category: growth_equity
    option_group: us_growth_and_technology
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Large-cap, growth-oriented US equity exposure with heavy weights in technology and communication services. Sensitive to mega-cap earnings, rates, and growth-stock sentiment."

  - id: LARGE_GROWTH
    name: US Large-Cap Growth
    symbol: IWF
    tiingo_symbol: IWF
    asset_class: equity
    category: style_factor
    option_group: us_style_factor
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "US large-cap growth stock exposure. Often tilted toward companies with higher expected growth, higher valuations, and greater sensitivity to interest rates."

  - id: LARGE_VALUE
    name: US Large-Cap Value
    symbol: IWD
    tiingo_symbol: IWD
    asset_class: equity
    category: style_factor
    option_group: us_style_factor
    risk_bucket: medium
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "US large-cap value stock exposure. Often tilted toward companies with lower valuation multiples, dividends, financials, energy, and cyclical sectors."

  - id: MID_CAP
    name: US Mid-Cap Stocks
    symbol: IJH
    tiingo_symbol: IJH
    asset_class: equity
    category: size_factor
    option_group: us_size_factor
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "US mid-cap equity exposure. Represents companies between large caps and small caps, with sensitivity to domestic growth, financing conditions, and risk appetite."

  - id: SMALL_CAP
    name: US Small-Cap Stocks
    symbol: IWM
    tiingo_symbol: IWM
    asset_class: equity
    category: size_factor
    option_group: us_size_factor
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "US small-cap equity exposure. Often more sensitive to domestic economic growth, credit conditions, rates, and market risk appetite."

  - id: SMALL_VALUE
    name: US Small-Cap Value
    symbol: IWN
    tiingo_symbol: IWN
    asset_class: equity
    category: style_and_size_factor
    option_group: us_style_factor
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "US small-cap value equity exposure. Combines smaller company exposure with value-oriented characteristics."

  - id: DIVIDEND
    name: US Dividend Equities
    symbol: SCHD
    tiingo_symbol: SCHD
    asset_class: equity
    category: dividend_equity
    option_group: us_factor_equity
    risk_bucket: medium
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "US dividend-oriented equity exposure. Often tilted toward profitable, mature companies with dividend histories."

  - id: LOW_VOL
    name: US Low Volatility Equities
    symbol: SPLV
    tiingo_symbol: SPLV
    asset_class: equity
    category: low_volatility_factor
    option_group: us_factor_equity
    risk_bucket: medium
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "US equity exposure focused on historically lower-volatility stocks. Often used as a defensive equity factor proxy."

  - id: MOMENTUM
    name: US Momentum Equities
    symbol: MTUM
    tiingo_symbol: MTUM
    asset_class: equity
    category: momentum_factor
    option_group: us_factor_equity
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "US equity exposure tilted toward stocks with stronger recent price momentum. Sensitive to trend persistence and factor rotations."

  - id: TECHNOLOGY
    name: Technology Sector
    symbol: XLK
    tiingo_symbol: XLK
    asset_class: equity
    category: us_sector
    option_group: us_sector
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "US technology sector exposure within large-cap equities. Includes software, hardware, semiconductors, and technology services companies."

  - id: COMMUNICATIONS
    name: Communication Services Sector
    symbol: XLC
    tiingo_symbol: XLC
    asset_class: equity
    category: us_sector
    option_group: us_sector
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "US communication services sector exposure. Includes large internet platforms, media, telecom, and entertainment companies."

  - id: CONSUMER_DISCRETIONARY
    name: Consumer Discretionary Sector
    symbol: XLY
    tiingo_symbol: XLY
    asset_class: equity
    category: us_sector
    option_group: us_sector
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "US consumer discretionary sector exposure. Sensitive to consumer spending, employment, credit conditions, and household confidence."

  - id: CONSUMER_STAPLES
    name: Consumer Staples Sector
    symbol: XLP
    tiingo_symbol: XLP
    asset_class: equity
    category: us_sector
    option_group: us_sector
    risk_bucket: medium
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "US consumer staples sector exposure. Includes companies selling essential consumer products and is often considered a defensive equity sector."

  - id: HEALTHCARE
    name: Healthcare Sector
    symbol: XLV
    tiingo_symbol: XLV
    asset_class: equity
    category: us_sector
    option_group: us_sector
    risk_bucket: medium
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "US healthcare sector exposure. Includes pharmaceuticals, biotechnology, medical devices, healthcare services, and insurers."

  - id: FINANCIALS
    name: Financials Sector
    symbol: XLF
    tiingo_symbol: XLF
    asset_class: equity
    category: us_sector
    option_group: us_sector
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "US financial sector exposure. Includes banks, insurers, capital markets firms, and financial services companies."

  - id: INDUSTRIALS
    name: Industrials Sector
    symbol: XLI
    tiingo_symbol: XLI
    asset_class: equity
    category: us_sector
    option_group: us_sector
    risk_bucket: medium
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "US industrial sector exposure. Includes aerospace, machinery, transportation, logistics, and industrial services companies."

  - id: ENERGY
    name: Energy Sector
    symbol: XLE
    tiingo_symbol: XLE
    asset_class: equity
    category: us_sector
    option_group: us_sector
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "US energy sector exposure. Sensitive to oil and gas prices, production trends, geopolitics, and capital discipline."

  - id: MATERIALS
    name: Materials Sector
    symbol: XLB
    tiingo_symbol: XLB
    asset_class: equity
    category: us_sector
    option_group: us_sector
    risk_bucket: medium
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "US materials sector exposure. Includes chemicals, metals, mining, packaging, and construction materials companies."

  - id: UTILITIES
    name: Utilities Sector
    symbol: XLU
    tiingo_symbol: XLU
    asset_class: equity
    category: us_sector
    option_group: us_sector
    risk_bucket: medium
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "US utilities sector exposure. Often sensitive to interest rates, electricity demand, regulation, and defensive equity flows."

  - id: REAL_ESTATE
    name: Real Estate Sector
    symbol: XLRE
    tiingo_symbol: XLRE
    asset_class: equity
    category: us_sector
    option_group: us_sector
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "US listed real estate equity exposure. Sensitive to interest rates, property fundamentals, credit conditions, and real estate valuations."

  - id: INTERMEDIATE_TREASURY
    name: Intermediate-Term US Treasury Bonds
    symbol: IEF
    tiingo_symbol: IEF
    asset_class: bond
    category: treasury_duration
    option_group: bonds_and_rates
    risk_bucket: medium
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Intermediate-duration US Treasury bond exposure. Sensitive to changes in interest rates, inflation expectations, and growth expectations."

  - id: LONG_TREASURY
    name: Long-Term US Treasury Bonds
    symbol: TLT
    tiingo_symbol: TLT
    asset_class: bond
    category: treasury_duration
    option_group: bonds_and_rates
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Long-duration US Treasury bond exposure. More sensitive to interest-rate changes than shorter-duration bond funds."

  - id: TIPS
    name: Treasury Inflation-Protected Securities
    symbol: TIP
    tiingo_symbol: TIP
    asset_class: bond
    category: inflation_linked_bonds
    option_group: bonds_and_rates
    risk_bucket: medium
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "US Treasury inflation-protected bond exposure. Sensitive to real interest rates and inflation expectations."

  - id: INVESTMENT_GRADE_CREDIT
    name: Investment Grade Corporate Bonds
    symbol: LQD
    tiingo_symbol: LQD
    asset_class: bond
    category: corporate_credit
    option_group: credit
    risk_bucket: medium
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "US investment-grade corporate bond exposure. Sensitive to interest rates, credit spreads, and corporate balance-sheet conditions."

  - id: HIGH_YIELD_CREDIT
    name: High Yield Corporate Bonds
    symbol: HYG
    tiingo_symbol: HYG
    asset_class: bond
    category: corporate_credit
    option_group: credit
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "US high-yield corporate bond exposure. Sensitive to credit spreads, default expectations, liquidity, and risk appetite."

  - id: AGGREGATE_BONDS
    name: US Aggregate Bond Market
    symbol: AGG
    tiingo_symbol: AGG
    asset_class: bond
    category: aggregate_bonds
    option_group: bonds_and_rates
    risk_bucket: medium
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Broad US investment-grade bond market exposure. Includes Treasuries, agency securities, mortgage-backed securities, and corporate bonds."

  - id: DEVELOPED_EX_US
    name: Developed Markets ex-US
    symbol: VEA
    tiingo_symbol: VEA
    asset_class: equity
    category: international_equity
    option_group: international_equity
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Developed-market equity exposure outside the United States. Includes regions such as Europe, Japan, Canada, and developed Asia-Pacific markets."

  - id: EMERGING_MARKETS
    name: Emerging Markets
    symbol: VWO
    tiingo_symbol: VWO
    asset_class: equity
    category: international_equity
    option_group: international_equity
    risk_bucket: very_high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Emerging-market equity exposure. Sensitive to global growth, currency moves, capital flows, commodity cycles, and country-specific policy risk."

  - id: EUROPE
    name: Europe Equities
    symbol: VGK
    tiingo_symbol: VGK
    asset_class: equity
    category: regional_equity
    option_group: international_equity
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "European equity exposure. Sensitive to European growth, monetary policy, currency trends, energy costs, and regional earnings."

  - id: JAPAN
    name: Japan Equities
    symbol: EWJ
    tiingo_symbol: EWJ
    asset_class: equity
    category: regional_equity
    option_group: international_equity
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Japanese equity exposure. Sensitive to Japanese corporate earnings, yen movements, monetary policy, and global trade conditions."

  - id: CHINA
    name: China Equities
    symbol: MCHI
    tiingo_symbol: MCHI
    asset_class: equity
    category: regional_equity
    option_group: international_equity
    risk_bucket: very_high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "China equity exposure through publicly traded Chinese companies. Sensitive to Chinese growth, policy actions, currency moves, and geopolitical risk."

  - id: INDIA
    name: India Equities
    symbol: INDA
    tiingo_symbol: INDA
    asset_class: equity
    category: regional_equity
    option_group: international_equity
    risk_bucket: very_high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Indian equity exposure. Sensitive to Indian economic growth, currency moves, domestic policy, valuations, and foreign capital flows."

  - id: GOLD
    name: Gold
    symbol: IAU
    tiingo_symbol: IAU
    asset_class: commodity
    category: precious_metals
    option_group: commodities
    risk_bucket: medium
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Gold exposure through a listed gold trust. Sensitive to real interest rates, US dollar strength, inflation expectations, and safe-haven demand."

  - id: BROAD_COMMODITIES
    name: Broad Commodities
    symbol: PDBC
    tiingo_symbol: PDBC
    asset_class: commodity
    category: broad_commodities
    option_group: commodities
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Broad commodity exposure through a diversified commodity strategy ETF. Sensitive to energy, metals, agriculture, inflation expectations, and global demand."

  - id: SEMICONDUCTORS
    name: Semiconductors
    symbol: SMH
    tiingo_symbol: SMH
    asset_class: equity
    category: thematic_equity
    option_group: ai_and_technology
    risk_bucket: very_high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Semiconductor equity exposure. Includes companies involved in chip design, manufacturing, equipment, and related supply chains."

  - id: SOFTWARE
    name: Software
    symbol: IGV
    tiingo_symbol: IGV
    asset_class: equity
    category: thematic_equity
    option_group: ai_and_technology
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Software equity exposure. Includes companies in application software, infrastructure software, and related technology services."

  - id: BROAD_AI_TECH
    name: Broad AI Technology
    symbol: AIQ
    tiingo_symbol: AIQ
    asset_class: equity
    category: thematic_equity
    option_group: ai_and_technology
    risk_bucket: very_high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Broad artificial intelligence and technology equity exposure. Includes companies associated with AI applications, infrastructure, data, and related technology services."

  - id: AUTONOMOUS_ROBOTICS
    name: Autonomous Technology and Robotics
    symbol: ARKQ
    tiingo_symbol: ARKQ
    asset_class: equity
    category: thematic_equity
    option_group: ai_and_technology
    risk_bucket: very_high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Autonomous technology and robotics equity exposure. Includes companies associated with automation, robotics, autonomous transport, energy storage, and related technology platforms."

  - id: CYBERSECURITY
    name: Cybersecurity
    symbol: CIBR
    tiingo_symbol: CIBR
    asset_class: equity
    category: thematic_equity
    option_group: ai_and_technology
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Cybersecurity equity exposure. Includes companies providing network security, identity, endpoint, cloud security, and related cybersecurity products and services."

  - id: SOLAR
    name: Solar Energy
    symbol: TAN
    tiingo_symbol: TAN
    asset_class: equity
    category: thematic_equity
    option_group: clean_energy
    risk_bucket: very_high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Solar energy equity exposure. Includes companies associated with solar power equipment, development, installation, and related clean-energy supply chains."

  - id: METALS_MINING
    name: Metals and Mining
    symbol: XME
    tiingo_symbol: XME
    asset_class: equity
    category: commodity_equity
    option_group: commodities
    risk_bucket: very_high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Metals and mining equity exposure. Includes companies involved in steel, aluminum, precious metals, coal, copper, and diversified mining industries."

  - id: EQUAL_WEIGHT_SP500
    name: Equal-Weight S&P 500
    symbol: RSP
    tiingo_symbol: RSP
    asset_class: equity
    category: broad_us_equity
    option_group: us_broad_market
    risk_bucket: medium
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Equal-weight US large-cap equity exposure. Reduces concentration in the largest S&P 500 constituents compared with market-cap weighting."

  - id: BIOTECH
    name: Biotechnology
    symbol: XBI
    tiingo_symbol: XBI
    asset_class: equity
    category: industry_equity
    option_group: healthcare_and_biotech
    risk_bucket: very_high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "US biotechnology equity exposure. Sensitive to clinical data, financing conditions, regulation, mergers, and risk appetite."

  - id: REGIONAL_BANKS
    name: Regional Banks
    symbol: KRE
    tiingo_symbol: KRE
    asset_class: equity
    category: industry_equity
    option_group: us_industry
    risk_bucket: very_high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "US regional bank equity exposure. Sensitive to deposit trends, credit quality, yield curves, regulation, and commercial real estate conditions."

  - id: AEROSPACE_DEFENSE
    name: Aerospace and Defense
    symbol: ITA
    tiingo_symbol: ITA
    asset_class: equity
    category: industry_equity
    option_group: us_industry
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "US aerospace and defense equity exposure. Sensitive to defense budgets, aircraft demand, supply chains, and geopolitical risk."

  - id: CANADA
    name: Canada Equities
    symbol: EWC
    tiingo_symbol: EWC
    asset_class: equity
    category: country_equity
    option_group: country_equity
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Canadian equity exposure through US-listed shares. Sensitive to financials, energy, materials, domestic growth, and Canadian dollar conditions."

  - id: UNITED_KINGDOM
    name: United Kingdom Equities
    symbol: EWU
    tiingo_symbol: EWU
    asset_class: equity
    category: country_equity
    option_group: country_equity
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "United Kingdom equity exposure through US-listed shares. Sensitive to sterling, UK growth, global financials, energy, and dividend-oriented sectors."

  - id: AUSTRALIA
    name: Australia Equities
    symbol: EWA
    tiingo_symbol: EWA
    asset_class: equity
    category: country_equity
    option_group: country_equity
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Australian equity exposure through US-listed shares. Sensitive to banks, materials, commodity demand, China-linked growth, and Australian dollar conditions."

  - id: SOUTH_KOREA
    name: South Korea Equities
    symbol: EWY
    tiingo_symbol: EWY
    asset_class: equity
    category: country_equity
    option_group: country_equity
    risk_bucket: very_high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "South Korean equity exposure through US-listed shares. Sensitive to semiconductors, exports, won movements, global trade, and regional geopolitics."

  - id: TAIWAN
    name: Taiwan Equities
    symbol: EWT
    tiingo_symbol: EWT
    asset_class: equity
    category: country_equity
    option_group: country_equity
    risk_bucket: very_high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Taiwan equity exposure through US-listed shares. Sensitive to semiconductor supply chains, global electronics demand, currency movements, and geopolitical risk."

  - id: BRAZIL
    name: Brazil Equities
    symbol: EWZ
    tiingo_symbol: EWZ
    asset_class: equity
    category: country_equity
    option_group: country_equity
    risk_bucket: very_high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Brazilian equity exposure through US-listed shares. Sensitive to commodities, rates, fiscal policy, currency moves, and emerging-market capital flows."

  - id: MEXICO
    name: Mexico Equities
    symbol: EWW
    tiingo_symbol: EWW
    asset_class: equity
    category: country_equity
    option_group: country_equity
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Mexican equity exposure through US-listed shares. Sensitive to domestic growth, currency moves, trade links, remittances, and nearshoring activity."

  - id: SOUTH_AFRICA
    name: South Africa Equities
    symbol: EZA
    tiingo_symbol: EZA
    asset_class: equity
    category: country_equity
    option_group: country_equity
    risk_bucket: very_high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "South African equity exposure through US-listed shares. Sensitive to resources, domestic policy, currency moves, power availability, and emerging-market flows."

  - id: MORTGAGE_BACKED_BONDS
    name: Agency Mortgage-Backed Bonds
    symbol: MBB
    tiingo_symbol: MBB
    asset_class: bond
    category: securitized_bonds
    option_group: bonds_and_rates
    risk_bucket: medium
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "US agency mortgage-backed securities exposure. Sensitive to interest rates, prepayment behavior, mortgage spreads, and housing finance conditions."

  - id: MUNICIPAL_BONDS
    name: Municipal Bonds
    symbol: MUB
    tiingo_symbol: MUB
    asset_class: bond
    category: municipal_bonds
    option_group: bonds_and_rates
    risk_bucket: low
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "US municipal bond exposure. Sensitive to rates, state and local credit conditions, fund flows, and tax-exempt fixed-income demand."

  - id: EMERGING_MARKET_BONDS
    name: Emerging Market USD Bonds
    symbol: EMB
    tiingo_symbol: EMB
    asset_class: bond
    category: emerging_market_debt
    option_group: credit
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "US dollar emerging-market bond exposure. Sensitive to sovereign spreads, US rates, currency stress, commodity cycles, and global risk appetite."

  - id: INTERNATIONAL_BONDS
    name: International Aggregate Bonds
    symbol: BNDX
    tiingo_symbol: BNDX
    asset_class: bond
    category: international_bonds
    option_group: bonds_and_rates
    risk_bucket: medium
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "International investment-grade bond exposure. Sensitive to global rates, currency hedging, regional credit conditions, and non-US monetary policy."

  - id: SILVER
    name: Silver
    symbol: SLV
    tiingo_symbol: SLV
    asset_class: commodity
    category: precious_metals
    option_group: commodities
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Silver exposure through a listed trust. Sensitive to precious-metals demand, industrial usage, real rates, US dollar moves, and inflation expectations."

  - id: COPPER
    name: Copper
    symbol: CPER
    tiingo_symbol: CPER
    asset_class: commodity
    category: industrial_metals
    option_group: commodities
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Copper exposure through an exchange-traded product. Sensitive to industrial demand, China-linked growth, supply conditions, inventories, and electrification themes."

  - id: AGRICULTURE
    name: Agriculture Commodities
    symbol: DBA
    tiingo_symbol: DBA
    asset_class: commodity
    category: agriculture
    option_group: commodities
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Agricultural commodity exposure through a diversified exchange-traded product. Sensitive to weather, crop conditions, global demand, inventories, and currency moves."

  - id: OIL
    name: Crude Oil
    symbol: USO
    tiingo_symbol: USO
    asset_class: commodity
    category: energy_commodities
    option_group: commodities
    risk_bucket: very_high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Crude oil exposure through an exchange-traded product. Sensitive to supply, demand, inventories, OPEC policy, geopolitical risk, and futures-curve structure."

  - id: US_DOLLAR
    name: US Dollar
    symbol: UUP
    tiingo_symbol: UUP
    asset_class: currency
    category: currency
    option_group: currencies
    risk_bucket: medium
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "US dollar currency exposure through an exchange-traded product. Sensitive to relative rates, global risk appetite, trade balances, and reserve-currency demand."

  - id: EURO
    name: Euro
    symbol: FXE
    tiingo_symbol: FXE
    asset_class: currency
    category: currency
    option_group: currencies
    risk_bucket: medium
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Euro currency exposure through an exchange-traded product. Sensitive to European rates, growth, fiscal policy, energy conditions, and US dollar movements."

  - id: YEN
    name: Japanese Yen
    symbol: FXY
    tiingo_symbol: FXY
    asset_class: currency
    category: currency
    option_group: currencies
    risk_bucket: high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Japanese yen currency exposure through an exchange-traded product. Sensitive to Japanese monetary policy, rate differentials, carry trades, and safe-haven demand."

  - id: BITCOIN_ETF
    name: Bitcoin ETF
    symbol: IBIT
    tiingo_symbol: IBIT
    asset_class: crypto_proxy
    category: crypto_asset
    option_group: crypto_proxies
    risk_bucket: very_high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Bitcoin exposure through a US-listed spot bitcoin exchange-traded product. Sensitive to digital-asset flows, regulation, liquidity, rates, and risk appetite."

  - id: ETHEREUM_ETF
    name: Ethereum ETF
    symbol: ETHA
    tiingo_symbol: ETHA
    asset_class: crypto_proxy
    category: crypto_asset
    option_group: crypto_proxies
    risk_bucket: very_high
    currency: USD
    is_cash: false
    include_in_universe: true
    exposure_description: "Ethereum exposure through a US-listed spot Ethereum exchange-traded product. Sensitive to digital-asset flows, network activity, regulation, liquidity, and risk appetite."

Round Hashes hashes.json

{
  "algorithm": "sha256",
  "files": {
    "briefing.md": "fec0e4002e7a5c8b60cae62430d46497542bdc2c7364e1f1410e62c88825d970",
    "manifest.yaml": "350d36949b22ec2a6b4cd40ebc39d1ddae0de058a54b63bf214c07f3e82aff8c",
    "market_data/universe_trailing_returns.csv": "fb0445899b63879e4c6319181b3a43900b50b5067d75898ce0bb26545c15b23f",
    "market_data/universe_trailing_returns.json": "af72be0d0f88f61681228f00b7d0e92e61b2db9dd90eb5678f6320b5cd7e0c43",
    "market_data/universe_trailing_returns.md": "9c4216da7bd6ce198b94fe517555b225a3a2edabfdc27c4369e4a0a9d7cf1bbd",
    "options.yaml": "1003c5795615371c4808eb307b1057c658972e2e36b5522e72c894bc4ce0c729",
    "prompt.md": "03b5e9792d4c6bade89526a62f43cbdf51184fe03753997a0637de246e708b81"
  }
}

Per-Model Prompt Suffixes 6 model calls

Claude Fable 5

For this specific call, return only JSON using exactly these identifiers:
- round_id: CB-2026-06-09-1W
- model_id: anthropic-claude-fable-5
- provider: anthropic
- mode: closed_capability
- allowed portfolio option_id values: CASH, SHORT_TREASURY, SP500, TOTAL_US_MARKET, NASDAQ100, LARGE_GROWTH, LARGE_VALUE, MID_CAP, SMALL_CAP, SMALL_VALUE, DIVIDEND, LOW_VOL, MOMENTUM, TECHNOLOGY, COMMUNICATIONS, CONSUMER_DISCRETIONARY, CONSUMER_STAPLES, HEALTHCARE, FINANCIALS, INDUSTRIALS, ENERGY, MATERIALS, UTILITIES, REAL_ESTATE, INTERMEDIATE_TREASURY, LONG_TREASURY, TIPS, INVESTMENT_GRADE_CREDIT, HIGH_YIELD_CREDIT, AGGREGATE_BONDS, DEVELOPED_EX_US, EMERGING_MARKETS, EUROPE, JAPAN, CHINA, INDIA, GOLD, BROAD_COMMODITIES, SEMICONDUCTORS, SOFTWARE, BROAD_AI_TECH, AUTONOMOUS_ROBOTICS, CYBERSECURITY, SOLAR, METALS_MINING, EQUAL_WEIGHT_SP500, BIOTECH, REGIONAL_BANKS, AEROSPACE_DEFENSE, CANADA, UNITED_KINGDOM, AUSTRALIA, SOUTH_KOREA, TAIWAN, BRAZIL, MEXICO, SOUTH_AFRICA, MORTGAGE_BACKED_BONDS, MUNICIPAL_BONDS, EMERGING_MARKET_BONDS, INTERNATIONAL_BONDS, SILVER, COPPER, AGRICULTURE, OIL, US_DOLLAR, EURO, YEN, BITCOIN_ETF, ETHEREUM_ETF

Claude Opus 4.7

For this specific call, return only JSON using exactly these identifiers:
- round_id: CB-2026-06-09-1W
- model_id: anthropic-claude-opus-4-7
- provider: anthropic
- mode: closed_capability
- allowed portfolio option_id values: CASH, SHORT_TREASURY, SP500, TOTAL_US_MARKET, NASDAQ100, LARGE_GROWTH, LARGE_VALUE, MID_CAP, SMALL_CAP, SMALL_VALUE, DIVIDEND, LOW_VOL, MOMENTUM, TECHNOLOGY, COMMUNICATIONS, CONSUMER_DISCRETIONARY, CONSUMER_STAPLES, HEALTHCARE, FINANCIALS, INDUSTRIALS, ENERGY, MATERIALS, UTILITIES, REAL_ESTATE, INTERMEDIATE_TREASURY, LONG_TREASURY, TIPS, INVESTMENT_GRADE_CREDIT, HIGH_YIELD_CREDIT, AGGREGATE_BONDS, DEVELOPED_EX_US, EMERGING_MARKETS, EUROPE, JAPAN, CHINA, INDIA, GOLD, BROAD_COMMODITIES, SEMICONDUCTORS, SOFTWARE, BROAD_AI_TECH, AUTONOMOUS_ROBOTICS, CYBERSECURITY, SOLAR, METALS_MINING, EQUAL_WEIGHT_SP500, BIOTECH, REGIONAL_BANKS, AEROSPACE_DEFENSE, CANADA, UNITED_KINGDOM, AUSTRALIA, SOUTH_KOREA, TAIWAN, BRAZIL, MEXICO, SOUTH_AFRICA, MORTGAGE_BACKED_BONDS, MUNICIPAL_BONDS, EMERGING_MARKET_BONDS, INTERNATIONAL_BONDS, SILVER, COPPER, AGRICULTURE, OIL, US_DOLLAR, EURO, YEN, BITCOIN_ETF, ETHEREUM_ETF

Claude Opus 4.8

For this specific call, return only JSON using exactly these identifiers:
- round_id: CB-2026-06-09-1W
- model_id: anthropic-claude-opus-4-8
- provider: anthropic
- mode: closed_capability
- allowed portfolio option_id values: CASH, SHORT_TREASURY, SP500, TOTAL_US_MARKET, NASDAQ100, LARGE_GROWTH, LARGE_VALUE, MID_CAP, SMALL_CAP, SMALL_VALUE, DIVIDEND, LOW_VOL, MOMENTUM, TECHNOLOGY, COMMUNICATIONS, CONSUMER_DISCRETIONARY, CONSUMER_STAPLES, HEALTHCARE, FINANCIALS, INDUSTRIALS, ENERGY, MATERIALS, UTILITIES, REAL_ESTATE, INTERMEDIATE_TREASURY, LONG_TREASURY, TIPS, INVESTMENT_GRADE_CREDIT, HIGH_YIELD_CREDIT, AGGREGATE_BONDS, DEVELOPED_EX_US, EMERGING_MARKETS, EUROPE, JAPAN, CHINA, INDIA, GOLD, BROAD_COMMODITIES, SEMICONDUCTORS, SOFTWARE, BROAD_AI_TECH, AUTONOMOUS_ROBOTICS, CYBERSECURITY, SOLAR, METALS_MINING, EQUAL_WEIGHT_SP500, BIOTECH, REGIONAL_BANKS, AEROSPACE_DEFENSE, CANADA, UNITED_KINGDOM, AUSTRALIA, SOUTH_KOREA, TAIWAN, BRAZIL, MEXICO, SOUTH_AFRICA, MORTGAGE_BACKED_BONDS, MUNICIPAL_BONDS, EMERGING_MARKET_BONDS, INTERNATIONAL_BONDS, SILVER, COPPER, AGRICULTURE, OIL, US_DOLLAR, EURO, YEN, BITCOIN_ETF, ETHEREUM_ETF

Gemini 3.1 Pro

For this specific call, return only JSON using exactly these identifiers:
- round_id: CB-2026-06-09-1W
- model_id: google-gemini-3-1-pro
- provider: google
- mode: closed_capability
- allowed portfolio option_id values: CASH, SHORT_TREASURY, SP500, TOTAL_US_MARKET, NASDAQ100, LARGE_GROWTH, LARGE_VALUE, MID_CAP, SMALL_CAP, SMALL_VALUE, DIVIDEND, LOW_VOL, MOMENTUM, TECHNOLOGY, COMMUNICATIONS, CONSUMER_DISCRETIONARY, CONSUMER_STAPLES, HEALTHCARE, FINANCIALS, INDUSTRIALS, ENERGY, MATERIALS, UTILITIES, REAL_ESTATE, INTERMEDIATE_TREASURY, LONG_TREASURY, TIPS, INVESTMENT_GRADE_CREDIT, HIGH_YIELD_CREDIT, AGGREGATE_BONDS, DEVELOPED_EX_US, EMERGING_MARKETS, EUROPE, JAPAN, CHINA, INDIA, GOLD, BROAD_COMMODITIES, SEMICONDUCTORS, SOFTWARE, BROAD_AI_TECH, AUTONOMOUS_ROBOTICS, CYBERSECURITY, SOLAR, METALS_MINING, EQUAL_WEIGHT_SP500, BIOTECH, REGIONAL_BANKS, AEROSPACE_DEFENSE, CANADA, UNITED_KINGDOM, AUSTRALIA, SOUTH_KOREA, TAIWAN, BRAZIL, MEXICO, SOUTH_AFRICA, MORTGAGE_BACKED_BONDS, MUNICIPAL_BONDS, EMERGING_MARKET_BONDS, INTERNATIONAL_BONDS, SILVER, COPPER, AGRICULTURE, OIL, US_DOLLAR, EURO, YEN, BITCOIN_ETF, ETHEREUM_ETF

GPT-5.5

For this specific call, return only JSON using exactly these identifiers:
- round_id: CB-2026-06-09-1W
- model_id: openai-gpt-5-5
- provider: openai
- mode: closed_capability
- allowed portfolio option_id values: CASH, SHORT_TREASURY, SP500, TOTAL_US_MARKET, NASDAQ100, LARGE_GROWTH, LARGE_VALUE, MID_CAP, SMALL_CAP, SMALL_VALUE, DIVIDEND, LOW_VOL, MOMENTUM, TECHNOLOGY, COMMUNICATIONS, CONSUMER_DISCRETIONARY, CONSUMER_STAPLES, HEALTHCARE, FINANCIALS, INDUSTRIALS, ENERGY, MATERIALS, UTILITIES, REAL_ESTATE, INTERMEDIATE_TREASURY, LONG_TREASURY, TIPS, INVESTMENT_GRADE_CREDIT, HIGH_YIELD_CREDIT, AGGREGATE_BONDS, DEVELOPED_EX_US, EMERGING_MARKETS, EUROPE, JAPAN, CHINA, INDIA, GOLD, BROAD_COMMODITIES, SEMICONDUCTORS, SOFTWARE, BROAD_AI_TECH, AUTONOMOUS_ROBOTICS, CYBERSECURITY, SOLAR, METALS_MINING, EQUAL_WEIGHT_SP500, BIOTECH, REGIONAL_BANKS, AEROSPACE_DEFENSE, CANADA, UNITED_KINGDOM, AUSTRALIA, SOUTH_KOREA, TAIWAN, BRAZIL, MEXICO, SOUTH_AFRICA, MORTGAGE_BACKED_BONDS, MUNICIPAL_BONDS, EMERGING_MARKET_BONDS, INTERNATIONAL_BONDS, SILVER, COPPER, AGRICULTURE, OIL, US_DOLLAR, EURO, YEN, BITCOIN_ETF, ETHEREUM_ETF

Grok 4.3

For this specific call, return only JSON using exactly these identifiers:
- round_id: CB-2026-06-09-1W
- model_id: xai-grok-4-3
- provider: xai
- mode: closed_capability
- allowed portfolio option_id values: CASH, SHORT_TREASURY, SP500, TOTAL_US_MARKET, NASDAQ100, LARGE_GROWTH, LARGE_VALUE, MID_CAP, SMALL_CAP, SMALL_VALUE, DIVIDEND, LOW_VOL, MOMENTUM, TECHNOLOGY, COMMUNICATIONS, CONSUMER_DISCRETIONARY, CONSUMER_STAPLES, HEALTHCARE, FINANCIALS, INDUSTRIALS, ENERGY, MATERIALS, UTILITIES, REAL_ESTATE, INTERMEDIATE_TREASURY, LONG_TREASURY, TIPS, INVESTMENT_GRADE_CREDIT, HIGH_YIELD_CREDIT, AGGREGATE_BONDS, DEVELOPED_EX_US, EMERGING_MARKETS, EUROPE, JAPAN, CHINA, INDIA, GOLD, BROAD_COMMODITIES, SEMICONDUCTORS, SOFTWARE, BROAD_AI_TECH, AUTONOMOUS_ROBOTICS, CYBERSECURITY, SOLAR, METALS_MINING, EQUAL_WEIGHT_SP500, BIOTECH, REGIONAL_BANKS, AEROSPACE_DEFENSE, CANADA, UNITED_KINGDOM, AUSTRALIA, SOUTH_KOREA, TAIWAN, BRAZIL, MEXICO, SOUTH_AFRICA, MORTGAGE_BACKED_BONDS, MUNICIPAL_BONDS, EMERGING_MARKET_BONDS, INTERNATIONAL_BONDS, SILVER, COPPER, AGRICULTURE, OIL, US_DOLLAR, EURO, YEN, BITCOIN_ETF, ETHEREUM_ETF

Parsed provider responses

Model Outputs

These are the validated JSON submissions used by CapitalBench. Raw provider response text remains excluded from the public site.

Anthropic

Claude Fable 5

anthropic-claude-fable-5

5 holdings Healthcare Sector (XLV)

XLV 30% SPLV 20% XLP 20% XLE 15% BIL 15%

Confidence: 0.55
Run Type: official

Rationale

With CPI re-accelerating, a hawkish Fed hold pending, and growth/tech sharply correcting last week, the setup favors defensives, energy as an inflation hedge, and some cash-like ballast to beat SPY in a likely choppy or down week.

Defensive tilt (healthcare, low-vol, staples) plus energy inflation hedge and T-bills positions for alpha versus SPY through a hot-inflation event week.

Portfolio

Healthcare Sector (XLV): 30% - Strongest recent defensive momentum (+5.6% 7d) amid risk-off rotation; insulated from hot CPI/PPI prints.
US Low Volatility Equities (SPLV): 20% - Low-vol factor leading as growth/tech sells off; benefits if Wednesday CPI surprises hot.
Consumer Staples Sector (XLP): 20% - Defensive sector outperforming; resilient through inflation-driven volatility.
Energy Sector (XLE): 15% - Oil near $90 with strong 6m trend; energy hedges upside inflation surprise.
Short-Term Treasury Bills (BIL): 15% - Cash-like ballast given CPI, PPI, and 10y/30y auctions in window with hot inflation backdrop.

Key Risks

A soft May CPI print could spark a violent rotation back into tech/growth, leaving defensives lagging SPY
Oil price pullback after recent run would hurt the energy allocation
Healthcare's recent rally may mean-revert after a +5.6% week
Strong 10y/30y auctions easing yields could lift rate-sensitive growth more than defensives

Validated JSON

{
  "confidence": 0.55,
  "cost_usd": 0.48706,
  "is_official_score": true,
  "key_risks": [
    "A soft May CPI print could spark a violent rotation back into tech/growth, leaving defensives lagging SPY",
    "Oil price pullback after recent run would hurt the energy allocation",
    "Healthcare's recent rally may mean-revert after a +5.6% week",
    "Strong 10y/30y auctions easing yields could lift rate-sensitive growth more than defensives"
  ],
  "metadata": {},
  "mode": "closed_capability",
  "model_id": "anthropic-claude-fable-5",
  "portfolio": [
    {
      "allocation_pct": 30,
      "option_id": "HEALTHCARE",
      "rationale": "Strongest recent defensive momentum (+5.6% 7d) amid risk-off rotation; insulated from hot CPI/PPI prints."
    },
    {
      "allocation_pct": 20,
      "option_id": "LOW_VOL",
      "rationale": "Low-vol factor leading as growth/tech sells off; benefits if Wednesday CPI surprises hot."
    },
    {
      "allocation_pct": 20,
      "option_id": "CONSUMER_STAPLES",
      "rationale": "Defensive sector outperforming; resilient through inflation-driven volatility."
    },
    {
      "allocation_pct": 15,
      "option_id": "ENERGY",
      "rationale": "Oil near $90 with strong 6m trend; energy hedges upside inflation surprise."
    },
    {
      "allocation_pct": 15,
      "option_id": "SHORT_TREASURY",
      "rationale": "Cash-like ballast given CPI, PPI, and 10y/30y auctions in window with hot inflation backdrop."
    }
  ],
  "portfolio_rationale": "With CPI re-accelerating, a hawkish Fed hold pending, and growth/tech sharply correcting last week, the setup favors defensives, energy as an inflation hedge, and some cash-like ballast to beat SPY in a likely choppy or down week.",
  "provider": "anthropic",
  "rationale_summary": "Defensive tilt (healthcare, low-vol, staples) plus energy inflation hedge and T-bills positions for alpha versus SPY through a hot-inflation event week.",
  "replicate_count": 1,
  "replicate_index": 1,
  "round_id": "CB-2026-06-09-1W",
  "run_type": "official",
  "usage": {
    "cost_usd": 0.48706,
    "input_tokens": 44521,
    "latency_seconds": 13.280923065030947,
    "output_tokens": 837,
    "total_tokens": 45358
  }
}

Anthropic

Claude Opus 4.7

anthropic-claude-opus-4-7

5 holdings Healthcare Sector (XLV)

XLV 35% SPLV 25% XLP 15% BIL 15% XLRE 10%

Confidence: 0.50
Run Type: official

Rationale

Tech/growth/crypto saw sharp drawdowns last week while defensives (Healthcare, Staples, Low-Vol, REITs) led. With hot April CPI/PPI, May CPI release June 10, and FOMC June 16-17 inside the window, I tilt defensive to outperform SPY which carries heavy mega-cap tech weight.

Defensive rotation portfolio designed to outperform a tech-heavy SPY during a week loaded with inflation data and an FOMC decision at the exit close.

Portfolio

Healthcare Sector (XLV): 35% - Strong defensive momentum (+5.58% 7d, +7.72% 30d) amid tech-led selloff; low beta into CPI print.
US Low Volatility Equities (SPLV): 25% - Defensive factor outperforming (+2.79% 7d) as growth/tech corrects; protects vs SPY downside into FOMC.
Consumer Staples Sector (XLP): 15% - Defensive tilt with positive recent performance; hedge against sticky inflation print on June 10.
Short-Term Treasury Bills (BIL): 15% - Hot CPI/PPI prints risk hawkish FOMC June 16-17; T-bills preserve capital with positive carry.
Real Estate Sector (XLRE): 10% - Strong recent breadth (+3.40% 7d) and rate-sensitive bounce candidate; diversifies defensive sleeve.

Key Risks

Soft CPI print on June 10 triggers tech/growth rip higher, leaving defensives behind SPY
Dovish FOMC surprise on June 17 boosts rate-sensitive growth more than defensives
Healthcare-specific policy/drug pricing headline reverses recent sector leadership
Continued momentum reversal back into mega-cap tech leadership

Validated JSON

{
  "confidence": 0.5,
  "is_official_score": true,
  "key_risks": [
    "Soft CPI print on June 10 triggers tech/growth rip higher, leaving defensives behind SPY",
    "Dovish FOMC surprise on June 17 boosts rate-sensitive growth more than defensives",
    "Healthcare-specific policy/drug pricing headline reverses recent sector leadership",
    "Continued momentum reversal back into mega-cap tech leadership"
  ],
  "metadata": {},
  "mode": "closed_capability",
  "model_id": "anthropic-claude-opus-4-7",
  "portfolio": [
    {
      "allocation_pct": 35,
      "option_id": "HEALTHCARE",
      "rationale": "Strong defensive momentum (+5.58% 7d, +7.72% 30d) amid tech-led selloff; low beta into CPI print."
    },
    {
      "allocation_pct": 25,
      "option_id": "LOW_VOL",
      "rationale": "Defensive factor outperforming (+2.79% 7d) as growth/tech corrects; protects vs SPY downside into FOMC."
    },
    {
      "allocation_pct": 15,
      "option_id": "CONSUMER_STAPLES",
      "rationale": "Defensive tilt with positive recent performance; hedge against sticky inflation print on June 10."
    },
    {
      "allocation_pct": 15,
      "option_id": "SHORT_TREASURY",
      "rationale": "Hot CPI/PPI prints risk hawkish FOMC June 16-17; T-bills preserve capital with positive carry."
    },
    {
      "allocation_pct": 10,
      "option_id": "REAL_ESTATE",
      "rationale": "Strong recent breadth (+3.40% 7d) and rate-sensitive bounce candidate; diversifies defensive sleeve."
    }
  ],
  "portfolio_rationale": "Tech/growth/crypto saw sharp drawdowns last week while defensives (Healthcare, Staples, Low-Vol, REITs) led. With hot April CPI/PPI, May CPI release June 10, and FOMC June 16-17 inside the window, I tilt defensive to outperform SPY which carries heavy mega-cap tech weight.",
  "provider": "anthropic",
  "rationale_summary": "Defensive rotation portfolio designed to outperform a tech-heavy SPY during a week loaded with inflation data and an FOMC decision at the exit close.",
  "replicate_count": 1,
  "replicate_index": 1,
  "round_id": "CB-2026-06-09-1W",
  "run_type": "official",
  "usage": {
    "input_tokens": 44530,
    "latency_seconds": 14.830618261126801,
    "output_tokens": 776,
    "total_tokens": 45306
  }
}

Anthropic

Claude Opus 4.8

anthropic-claude-opus-4-8

5 holdings Healthcare Sector (XLV)

XLV 35% SPLV 25% XLP 20% SCHD 10% BIL 10%

Confidence: 0.55
Run Type: official

Rationale

Tech/growth, semis, crypto, and commodities saw sharp 7d drawdowns with sticky inflation (CPI 3.8% YoY, PPI +6% YoY) and a hawkish hold; defensive factors and sectors are showing clear relative strength into a catalyst-heavy week.

Tilt defensive into CPI/PPI/FOMC-eve risk via healthcare, low-vol, staples, and dividends with a short-Treasury buffer.

Portfolio

Healthcare Sector (XLV): 35% - Defensive sector with strong recent relative strength (+5.6% 7d) amid broad tech selloff; low macro sensitivity into a heavy data week.
US Low Volatility Equities (SPLV): 25% - Low-vol factor outperformed (+2.8% 7d) and offers defensive equity exposure ahead of CPI/PPI and FOMC eve volatility.
Consumer Staples Sector (XLP): 20% - Defensive staples (+2.8% 7d) provide ballast against the tech-led drawdown and sticky inflation prints.
US Dividend Equities (SCHD): 10% - Quality dividend tilt held up flat while growth fell sharply; diversifies defensive equity exposure.
Short-Term Treasury Bills (BIL): 10% - Cash-like buffer to dampen drawdown risk into CPI, PPI, Treasury auctions, and FOMC meeting start.

Key Risks

Soft CPI/PPI prints spark a risk-on rebound that lifts beaten-down tech/growth and lags defensives.
Healthcare-specific headline or policy surprise reverses its recent leadership.
Continued broad equity selloff drags even defensive sectors lower versus cash.

Validated JSON

{
  "confidence": 0.55,
  "is_official_score": true,
  "key_risks": [
    "Soft CPI/PPI prints spark a risk-on rebound that lifts beaten-down tech/growth and lags defensives.",
    "Healthcare-specific headline or policy surprise reverses its recent leadership.",
    "Continued broad equity selloff drags even defensive sectors lower versus cash."
  ],
  "metadata": {},
  "mode": "closed_capability",
  "model_id": "anthropic-claude-opus-4-8",
  "portfolio": [
    {
      "allocation_pct": 35,
      "option_id": "HEALTHCARE",
      "rationale": "Defensive sector with strong recent relative strength (+5.6% 7d) amid broad tech selloff; low macro sensitivity into a heavy data week."
    },
    {
      "allocation_pct": 25,
      "option_id": "LOW_VOL",
      "rationale": "Low-vol factor outperformed (+2.8% 7d) and offers defensive equity exposure ahead of CPI/PPI and FOMC eve volatility."
    },
    {
      "allocation_pct": 20,
      "option_id": "CONSUMER_STAPLES",
      "rationale": "Defensive staples (+2.8% 7d) provide ballast against the tech-led drawdown and sticky inflation prints."
    },
    {
      "allocation_pct": 10,
      "option_id": "DIVIDEND",
      "rationale": "Quality dividend tilt held up flat while growth fell sharply; diversifies defensive equity exposure."
    },
    {
      "allocation_pct": 10,
      "option_id": "SHORT_TREASURY",
      "rationale": "Cash-like buffer to dampen drawdown risk into CPI, PPI, Treasury auctions, and FOMC meeting start."
    }
  ],
  "portfolio_rationale": "Tech/growth, semis, crypto, and commodities saw sharp 7d drawdowns with sticky inflation (CPI 3.8% YoY, PPI +6% YoY) and a hawkish hold; defensive factors and sectors are showing clear relative strength into a catalyst-heavy week.",
  "provider": "anthropic",
  "rationale_summary": "Tilt defensive into CPI/PPI/FOMC-eve risk via healthcare, low-vol, staples, and dividends with a short-Treasury buffer.",
  "replicate_count": 1,
  "replicate_index": 1,
  "round_id": "CB-2026-06-09-1W",
  "run_type": "official",
  "usage": {
    "input_tokens": 44525,
    "latency_seconds": 10.818220410961658,
    "output_tokens": 748,
    "total_tokens": 45273
  }
}

Google

Gemini 3.1 Pro

google-gemini-3-1-pro

3 holdings Healthcare Sector (XLV)

XLV 40% SPLV 30% XLP 30%

Confidence: 0.65
Run Type: official

Rationale

The portfolio is positioned defensively ahead of key inflation data (CPI and PPI) scheduled for release during the scoring window. By allocating to Healthcare, Low Volatility, and Consumer Staples, the strategy aims to mitigate downside risk while capturing potential upside from sectors that have demonstrated recent relative strength.

Defensive positioning ahead of CPI/PPI releases, favoring sectors with recent positive momentum.

Portfolio

Healthcare Sector (XLV): 40% - Healthcare has shown strong recent momentum (+5.58% 7d, +7.72% 30d) and offers defensive characteristics ahead of CPI and PPI releases.
US Low Volatility Equities (SPLV): 30% - Low volatility equities provide a defensive posture given the upcoming inflation data and recent broad market weakness.
Consumer Staples Sector (XLP): 30% - Consumer staples offer defensive positioning and have shown positive recent returns (+2.77% 7d) amidst broader market declines.

Key Risks

Inflation data comes in significantly lower than expected, sparking a broad market rally that defensive sectors lag.
A sudden shift in market sentiment towards risk-on assets, causing defensive sectors to underperform.
Sector-specific negative news impacting Healthcare or Consumer Staples.

Validated JSON

{
  "confidence": 0.65,
  "is_official_score": true,
  "key_risks": [
    "Inflation data comes in significantly lower than expected, sparking a broad market rally that defensive sectors lag.",
    "A sudden shift in market sentiment towards risk-on assets, causing defensive sectors to underperform.",
    "Sector-specific negative news impacting Healthcare or Consumer Staples."
  ],
  "metadata": {},
  "mode": "closed_capability",
  "model_id": "google-gemini-3-1-pro",
  "portfolio": [
    {
      "allocation_pct": 40,
      "option_id": "HEALTHCARE",
      "rationale": "Healthcare has shown strong recent momentum (+5.58% 7d, +7.72% 30d) and offers defensive characteristics ahead of CPI and PPI releases."
    },
    {
      "allocation_pct": 30,
      "option_id": "LOW_VOL",
      "rationale": "Low volatility equities provide a defensive posture given the upcoming inflation data and recent broad market weakness."
    },
    {
      "allocation_pct": 30,
      "option_id": "CONSUMER_STAPLES",
      "rationale": "Consumer staples offer defensive positioning and have shown positive recent returns (+2.77% 7d) amidst broader market declines."
    }
  ],
  "portfolio_rationale": "The portfolio is positioned defensively ahead of key inflation data (CPI and PPI) scheduled for release during the scoring window. By allocating to Healthcare, Low Volatility, and Consumer Staples, the strategy aims to mitigate downside risk while capturing potential upside from sectors that have demonstrated recent relative strength.",
  "provider": "google",
  "rationale_summary": "Defensive positioning ahead of CPI/PPI releases, favoring sectors with recent positive momentum.",
  "replicate_count": 1,
  "replicate_index": 1,
  "round_id": "CB-2026-06-09-1W",
  "run_type": "official",
  "usage": {
    "input_tokens": 28747,
    "latency_seconds": 6.004058822058141,
    "output_tokens": 437,
    "total_tokens": 29184
  }
}

OpenAI

GPT-5.5

openai-gpt-5-5

5 holdings Healthcare Sector (XLV)

XLV 50% SPLV 20% XLP 15% KRE 10% UUP 5%

Confidence: 0.57
Run Type: official

Rationale

The allocation tilts toward defensive equity leadership and away from rate-sensitive mega-cap growth ahead of CPI, PPI, Treasury auctions, and consumer sentiment data. A small regional bank and dollar sleeve adds exposure to firm-rate outcomes without relying on a broad risk-on rebound.

Recent price action shows sharp weakness in technology and speculative assets while healthcare, staples, low volatility, and regional banks have held up. With inflation releases the main near-term catalyst and prior inflation readings elevated, the portfolio prioritizes sectors likely to outperform the S&P 500 if rates or volatility rise.

Portfolio

Healthcare Sector (XLV): 50% - Strong recent relative momentum with defensive characteristics ahead of CPI and PPI releases that could pressure higher-duration growth equities.
US Low Volatility Equities (SPLV): 20% - Low-volatility equities have been outperforming during the recent market pullback and should be resilient if inflation data or Treasury auctions tighten risk appetite.
Consumer Staples Sector (XLP): 15% - Defensive consumer exposure with positive short-term relative performance and less sensitivity to cyclical growth concerns.
Regional Banks (KRE): 10% - Recent relative strength and a supportive bank-capital-regulation backdrop provide potential upside if rates remain firm without a credit scare.
US Dollar (UUP): 5% - Dollar exposure can benefit from hot inflation data, higher relative U.S. rates, or risk-off flows during the event-heavy week.

Key Risks

A softer-than-expected CPI or PPI could trigger a sharp rebound in technology, semiconductors, software, and other high-beta assets, causing defensive sectors to lag.
Healthcare could reverse after its strong recent run if there is sector-specific policy, drug-pricing, insurer, or biotech headline pressure.
Regional banks could underperform if Treasury yields rise in a disorderly way, deposit stress returns, or commercial real estate credit concerns intensify.
A broad risk-on rally with falling dollar and falling volatility would likely make the US dollar and low-volatility allocations a drag versus the S&P 500.

Validated JSON

{
  "confidence": 0.57,
  "is_official_score": true,
  "key_risks": [
    "A softer-than-expected CPI or PPI could trigger a sharp rebound in technology, semiconductors, software, and other high-beta assets, causing defensive sectors to lag.",
    "Healthcare could reverse after its strong recent run if there is sector-specific policy, drug-pricing, insurer, or biotech headline pressure.",
    "Regional banks could underperform if Treasury yields rise in a disorderly way, deposit stress returns, or commercial real estate credit concerns intensify.",
    "A broad risk-on rally with falling dollar and falling volatility would likely make the US dollar and low-volatility allocations a drag versus the S&P 500."
  ],
  "metadata": {},
  "mode": "closed_capability",
  "model_id": "openai-gpt-5-5",
  "portfolio": [
    {
      "allocation_pct": 50,
      "option_id": "HEALTHCARE",
      "rationale": "Strong recent relative momentum with defensive characteristics ahead of CPI and PPI releases that could pressure higher-duration growth equities."
    },
    {
      "allocation_pct": 20,
      "option_id": "LOW_VOL",
      "rationale": "Low-volatility equities have been outperforming during the recent market pullback and should be resilient if inflation data or Treasury auctions tighten risk appetite."
    },
    {
      "allocation_pct": 15,
      "option_id": "CONSUMER_STAPLES",
      "rationale": "Defensive consumer exposure with positive short-term relative performance and less sensitivity to cyclical growth concerns."
    },
    {
      "allocation_pct": 10,
      "option_id": "REGIONAL_BANKS",
      "rationale": "Recent relative strength and a supportive bank-capital-regulation backdrop provide potential upside if rates remain firm without a credit scare."
    },
    {
      "allocation_pct": 5,
      "option_id": "US_DOLLAR",
      "rationale": "Dollar exposure can benefit from hot inflation data, higher relative U.S. rates, or risk-off flows during the event-heavy week."
    }
  ],
  "portfolio_rationale": "The allocation tilts toward defensive equity leadership and away from rate-sensitive mega-cap growth ahead of CPI, PPI, Treasury auctions, and consumer sentiment data. A small regional bank and dollar sleeve adds exposure to firm-rate outcomes without relying on a broad risk-on rebound.",
  "provider": "openai",
  "rationale_summary": "Recent price action shows sharp weakness in technology and speculative assets while healthcare, staples, low volatility, and regional banks have held up. With inflation releases the main near-term catalyst and prior inflation readings elevated, the portfolio prioritizes sectors likely to outperform the S&P 500 if rates or volatility rise.",
  "replicate_count": 1,
  "replicate_index": 1,
  "round_id": "CB-2026-06-09-1W",
  "run_type": "official",
  "usage": {
    "input_tokens": 26290,
    "latency_seconds": 26.79122716584243,
    "output_tokens": 991,
    "reasoning_tokens": 481,
    "total_tokens": 27281
  }
}

xAI

Grok 4.3

xai-grok-4-3

5 holdings Healthcare Sector (XLV)

XLV 30% XLP 25% SPLV 20% SCHD 15% XLF 10%

Confidence: 0.65
Run Type: official

Rationale

Concentrated in defensive and quality factors to navigate CPI, PPI, and ECB events within the one-week window while capturing recent relative strength.

Defensive tilt via healthcare, staples, low-vol, and dividend exposure positioned for inflation data reactions and pre-FOMC positioning.

Portfolio

Healthcare Sector (XLV): 30% - Recent 7d outperformance and defensive characteristics around inflation releases
Consumer Staples Sector (XLP): 25% - Defensive sector with positive recent momentum and resilience to CPI/PPI prints
US Low Volatility Equities (SPLV): 20% - Lower volatility exposure expected to outperform amid data-driven volatility
US Dividend Equities (SCHD): 15% - Quality dividend tilt benefits from any rotation away from growth on inflation news
Financials Sector (XLF): 10% - Modest allocation to capture potential yield curve response to upcoming data

Key Risks

Hotter-than-expected CPI could pressure all equities including defensives
Treasury auction supply may lift yields and weigh on rate-sensitive holdings
ECB decision spillover could increase cross-asset volatility

Validated JSON

{
  "confidence": 0.65,
  "is_official_score": true,
  "key_risks": [
    "Hotter-than-expected CPI could pressure all equities including defensives",
    "Treasury auction supply may lift yields and weigh on rate-sensitive holdings",
    "ECB decision spillover could increase cross-asset volatility"
  ],
  "metadata": {},
  "mode": "closed_capability",
  "model_id": "xai-grok-4-3",
  "portfolio": [
    {
      "allocation_pct": 30,
      "option_id": "HEALTHCARE",
      "rationale": "Recent 7d outperformance and defensive characteristics around inflation releases"
    },
    {
      "allocation_pct": 25,
      "option_id": "CONSUMER_STAPLES",
      "rationale": "Defensive sector with positive recent momentum and resilience to CPI/PPI prints"
    },
    {
      "allocation_pct": 20,
      "option_id": "LOW_VOL",
      "rationale": "Lower volatility exposure expected to outperform amid data-driven volatility"
    },
    {
      "allocation_pct": 15,
      "option_id": "DIVIDEND",
      "rationale": "Quality dividend tilt benefits from any rotation away from growth on inflation news"
    },
    {
      "allocation_pct": 10,
      "option_id": "FINANCIALS",
      "rationale": "Modest allocation to capture potential yield curve response to upcoming data"
    }
  ],
  "portfolio_rationale": "Concentrated in defensive and quality factors to navigate CPI, PPI, and ECB events within the one-week window while capturing recent relative strength.",
  "provider": "xai",
  "rationale_summary": "Defensive tilt via healthcare, staples, low-vol, and dividend exposure positioned for inflation data reactions and pre-FOMC positioning.",
  "replicate_count": 1,
  "replicate_index": 1,
  "round_id": "CB-2026-06-09-1W",
  "run_type": "official",
  "usage": {
    "input_tokens": 25906,
    "latency_seconds": 6.254113531904295,
    "output_tokens": 396,
    "reasoning_tokens": 554,
    "total_tokens": 26856
  }
}

Public model run

Model Portfolios

This round used the portfolio format. The weights below are the submitted model portfolios. Expand a row to inspect rationale and risk lists without crowding the main table.

Model	Provider	Portfolio	Confidence	Protocol
Claude Fable 5 anthropic-claude-fable-5	Anthropic	XLV30%SPLV20%XLP20%XLE15%BIL15%	0.55	Portfolio round
Claude Opus 4.7 anthropic-claude-opus-4-7	Anthropic	XLV35%SPLV25%XLP15%BIL15%XLRE10%	0.50	Portfolio round
Claude Opus 4.8 anthropic-claude-opus-4-8	Anthropic	XLV35%SPLV25%XLP20%SCHD10%BIL10%	0.55	Portfolio round
Gemini 3.1 Pro google-gemini-3-1-pro	Google	XLV40%SPLV30%XLP30%	0.65	Portfolio round
GPT-5.5 openai-gpt-5-5	OpenAI	XLV50%SPLV20%XLP15%KRE10%UUP5%	0.57	Portfolio round
Grok 4.3 xai-grok-4-3	xAI	XLV30%XLP25%SPLV20%SCHD15%XLF10%	0.65	Portfolio round

Pricing

Starting Prices

Ending prices are intentionally absent until the round is complete.


AEROSPACE_DEFENSE	ITA	2026-06-09	230.4499969482422	yahoo_chart_adjclose_from_universe_trailing_returns
AGGREGATE_BONDS	AGG	2026-06-09	98.37000274658203	yahoo_chart_adjclose_from_universe_trailing_returns
AGRICULTURE	DBA	2026-06-09	26.280000686645508	yahoo_chart_adjclose_from_universe_trailing_returns
AUSTRALIA	EWA	2026-06-09	28.25	yahoo_chart_adjclose_from_universe_trailing_returns
AUTONOMOUS_ROBOTICS	ARKQ	2026-06-09	128.8699951171875	yahoo_chart_adjclose_from_universe_trailing_returns
BIOTECH	XBI	2026-06-09	131.3800048828125	yahoo_chart_adjclose_from_universe_trailing_returns
BITCOIN_ETF	IBIT	2026-06-09	35.13999938964844	yahoo_chart_adjclose_from_universe_trailing_returns
BRAZIL	EWZ	2026-06-09	33.91999816894531	yahoo_chart_adjclose_from_universe_trailing_returns
BROAD_AI_TECH	AIQ	2026-06-09	63.15999984741211	yahoo_chart_adjclose_from_universe_trailing_returns
BROAD_COMMODITIES	PDBC	2026-06-09	17.3799991607666	yahoo_chart_adjclose_from_universe_trailing_returns
CANADA	EWC	2026-06-09	58.029998779296875	yahoo_chart_adjclose_from_universe_trailing_returns
CASH		2026-06-09	1	cash
CHINA	MCHI	2026-06-09	54.29999923706055	yahoo_chart_adjclose_from_universe_trailing_returns
COMMUNICATIONS	XLC	2026-06-09	111.4800033569336	yahoo_chart_adjclose_from_universe_trailing_returns
CONSUMER_DISCRETIONARY	XLY	2026-06-09	115.87000274658203	yahoo_chart_adjclose_from_universe_trailing_returns
CONSUMER_STAPLES	XLP	2026-06-09	84.0999984741211	yahoo_chart_adjclose_from_universe_trailing_returns
COPPER	CPER	2026-06-09	38.599998474121094	yahoo_chart_adjclose_from_universe_trailing_returns
CYBERSECURITY	CIBR	2026-06-09	84.33999633789062	yahoo_chart_adjclose_from_universe_trailing_returns
DEVELOPED_EX_US	VEA	2026-06-09	69.83999633789062	yahoo_chart_adjclose_from_universe_trailing_returns
DIVIDEND	SCHD	2026-06-09	32.38999938964844	yahoo_chart_adjclose_from_universe_trailing_returns
EMERGING_MARKET_BONDS	EMB	2026-06-09	95.66999816894531	yahoo_chart_adjclose_from_universe_trailing_returns
EMERGING_MARKETS	VWO	2026-06-09	58.45000076293945	yahoo_chart_adjclose_from_universe_trailing_returns
ENERGY	XLE	2026-06-09	57.38999938964844	yahoo_chart_adjclose_from_universe_trailing_returns
EQUAL_WEIGHT_SP500	RSP	2026-06-09	209.19000244140625	yahoo_chart_adjclose_from_universe_trailing_returns
ETHEREUM_ETF	ETHA	2026-06-09	12.479999542236328	yahoo_chart_adjclose_from_universe_trailing_returns
EURO	FXE	2026-06-09	106.52999877929688	yahoo_chart_adjclose_from_universe_trailing_returns
EUROPE	VGK	2026-06-09	87.87999725341797	yahoo_chart_adjclose_from_universe_trailing_returns
FINANCIALS	XLF	2026-06-09	52.459999084472656	yahoo_chart_adjclose_from_universe_trailing_returns
GOLD	IAU	2026-06-09	80.06999969482422	yahoo_chart_adjclose_from_universe_trailing_returns
HEALTHCARE	XLV	2026-06-09	154.57000732421875	yahoo_chart_adjclose_from_universe_trailing_returns
HIGH_YIELD_CREDIT	HYG	2026-06-09	79.62000274658203	yahoo_chart_adjclose_from_universe_trailing_returns
INDIA	INDA	2026-06-09	47.540000915527344	yahoo_chart_adjclose_from_universe_trailing_returns
INDUSTRIALS	XLI	2026-06-09	175.60000610351562	yahoo_chart_adjclose_from_universe_trailing_returns
INTERMEDIATE_TREASURY	IEF	2026-06-09	93.77999877929688	yahoo_chart_adjclose_from_universe_trailing_returns
INTERNATIONAL_BONDS	BNDX	2026-06-09	47.9900016784668	yahoo_chart_adjclose_from_universe_trailing_returns
INVESTMENT_GRADE_CREDIT	LQD	2026-06-09	108.41000366210938	yahoo_chart_adjclose_from_universe_trailing_returns
JAPAN	EWJ	2026-06-09	90.94999694824219	yahoo_chart_adjclose_from_universe_trailing_returns
LARGE_GROWTH	IWF	2026-06-09	122.0199966430664	yahoo_chart_adjclose_from_universe_trailing_returns
LARGE_VALUE	IWD	2026-06-09	238.1699981689453	yahoo_chart_adjclose_from_universe_trailing_returns
LONG_TREASURY	TLT	2026-06-09	85.12000274658203	yahoo_chart_adjclose_from_universe_trailing_returns
LOW_VOL	SPLV	2026-06-09	73.63999938964844	yahoo_chart_adjclose_from_universe_trailing_returns
MATERIALS	XLB	2026-06-09	50.77000045776367	yahoo_chart_adjclose_from_universe_trailing_returns
METALS_MINING	XME	2026-06-09	116.0999984741211	yahoo_chart_adjclose_from_universe_trailing_returns
MEXICO	EWW	2026-06-09	74.76000213623047	yahoo_chart_adjclose_from_universe_trailing_returns
MID_CAP	IJH	2026-06-09	74.7300033569336	yahoo_chart_adjclose_from_universe_trailing_returns
MOMENTUM	MTUM	2026-06-09	311.6300048828125	yahoo_chart_adjclose_from_universe_trailing_returns
MORTGAGE_BACKED_BONDS	MBB	2026-06-09	93.88999938964844	yahoo_chart_adjclose_from_universe_trailing_returns
MUNICIPAL_BONDS	MUB	2026-06-09	107.04000091552734	yahoo_chart_adjclose_from_universe_trailing_returns
NASDAQ100	QQQ	2026-06-09	707.8300170898438	yahoo_chart_adjclose_from_universe_trailing_returns
OIL	USO	2026-06-09	131.3000030517578	yahoo_chart_adjclose_from_universe_trailing_returns
REAL_ESTATE	XLRE	2026-06-09	44.970001220703125	yahoo_chart_adjclose_from_universe_trailing_returns
REGIONAL_BANKS	KRE	2026-06-09	71.23999786376953	yahoo_chart_adjclose_from_universe_trailing_returns
SEMICONDUCTORS	SMH	2026-06-09	591.010009765625	yahoo_chart_adjclose_from_universe_trailing_returns
SHORT_TREASURY	BIL	2026-06-09	91.45999908447266	yahoo_chart_adjclose_from_universe_trailing_returns
SILVER	SLV	2026-06-09	59.0099983215332	yahoo_chart_adjclose_from_universe_trailing_returns
SMALL_CAP	IWM	2026-06-09	285.0199890136719	yahoo_chart_adjclose_from_universe_trailing_returns
SMALL_VALUE	IWN	2026-06-09	212.1699981689453	yahoo_chart_adjclose_from_universe_trailing_returns
SOFTWARE	IGV	2026-06-09	92.94999694824219	yahoo_chart_adjclose_from_universe_trailing_returns
SOLAR	TAN	2026-06-09	61.83000183105469	yahoo_chart_adjclose_from_universe_trailing_returns
SOUTH_AFRICA	EZA	2026-06-09	65.08999633789062	yahoo_chart_adjclose_from_universe_trailing_returns
SOUTH_KOREA	EWY	2026-06-09	184.0500030517578	yahoo_chart_adjclose_from_universe_trailing_returns
SP500	SPY	2026-06-09	737.0499877929688	yahoo_chart_adjclose_from_universe_trailing_returns
TAIWAN	EWT	2026-06-09	100.80000305175781	yahoo_chart_adjclose_from_universe_trailing_returns
TECHNOLOGY	XLK	2026-06-09	180.77000427246094	yahoo_chart_adjclose_from_universe_trailing_returns
TIPS	TIP	2026-06-09	109.31999969482422	yahoo_chart_adjclose_from_universe_trailing_returns
TOTAL_US_MARKET	VTI	2026-06-09	363.6700134277344	yahoo_chart_adjclose_from_universe_trailing_returns
UNITED_KINGDOM	EWU	2026-06-09	46.279998779296875	yahoo_chart_adjclose_from_universe_trailing_returns
US_DOLLAR	UUP	2026-06-09	28.010000228881836	yahoo_chart_adjclose_from_universe_trailing_returns
UTILITIES	XLU	2026-06-09	43.97999954223633	yahoo_chart_adjclose_from_universe_trailing_returns
YEN	FXY	2026-06-09	57.22999954223633	yahoo_chart_adjclose_from_universe_trailing_returns

Audit

Published Hashes

Round inputs are hashed before model calls and mirrored into the public read model.


briefing.md	fec0e4002e7a...8825d970
manifest.yaml	350d36949b22...e82aff8c
market_data/universe_trailing_returns.csv	fb0445899b63...5c15b23f
market_data/universe_trailing_returns.json	af72be0d0f88...cd7e0c43
market_data/universe_trailing_returns.md	9c4216da7bd6...d7cf1bbd
options.yaml	1003c5795615...4ce0c729
prompt.md	03b5e9792d4c...6e708b81